+82.2%
IVV vs RVMD
+570.7%
-488.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | +0.5% | -1.2% | +1.7% | +0.6% |
| 30D | -1.0% | +1.1% | -2.0% | -1.1% |
| 3M | +3.9% | +39.6% | -35.8% | +0.3% |
| 6M | +14.5% | +110.7% | -96.2% | +5.1% |
| YTD | +12.9% | +160.3% | -147.4% | +0.4% |
| 1Y | +19.4% | +404.9% | -385.6% | -2.0% |
| 3Y | +78.8% | +545.5% | -466.7% | +38.9% |
| 5Y | +82.2% | +584.7% | -502.5% | +31.0% |
| All | +82.2% | +570.7% | -488.5% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 5y: compounded portfolio wealth divided by compounded RVMD 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…
5y analysis · Full analysis span regression · 6 months rolling