+146.5%
IVV vs RVMD
+609.5%
-463.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +1.9% |
| 7D | +0.1% | +6.4% | -6.3% | -0.6% |
| 30D | -3.3% | +5.5% | -8.8% | -4.0% |
| 3M | -2.4% | -2.4% | +0.1% | -2.4% |
| 6M | +2.6% | +41.1% | -38.5% | -1.6% |
| YTD | +11.3% | +151.3% | -140.0% | -1.8% |
| 1Y | +13.4% | +228.1% | -214.6% | -3.2% |
| 3Y | +80.3% | +899.8% | -819.5% | +32.3% |
| 5Y | +72.7% | +514.0% | -441.2% | +25.2% |
| All | +146.5% | +609.5% | -463.0% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling