+322.1%
IVV vs RSG
+418.8%
-96.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -0.4% | 0.0% | -0.3% | -0.3% |
| 30D | -1.4% | +3.7% | -5.0% | -3.2% |
| 3M | +3.7% | +6.2% | -2.5% | -0.1% |
| 6M | +13.0% | -2.8% | +15.8% | +13.7% |
| YTD | +12.4% | +5.9% | +6.6% | +7.6% |
| 1Y | +18.6% | -1.8% | +20.4% | +18.0% |
| 3Y | +78.1% | +57.5% | +20.6% | +30.3% |
| 5Y | +82.3% | +91.1% | -8.8% | +15.6% |
| 10Y | +322.1% | +428.1% | -106.0% | +50.9% |
| All | +322.1% | +418.8% | -96.7% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RSG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling