+145.6%
IVV vs RVMD
+584.4%
-438.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.2% | 0.0% |
| 7D | -0.6% | -0.6% | 0.0% | -0.6% |
| 30D | -3.7% | +1.7% | -5.4% | -4.0% |
| 3M | -2.7% | -6.7% | +4.0% | -2.2% |
| 6M | +2.2% | +36.1% | -33.9% | -1.6% |
| YTD | +10.9% | +142.4% | -131.5% | -1.8% |
| 1Y | +11.3% | +207.8% | -196.5% | -4.3% |
| 3Y | +76.9% | +879.5% | -802.6% | +30.0% |
| 5Y | +73.5% | +509.0% | -435.5% | +25.8% |
| All | +145.6% | +584.4% | -438.7% | +58.5% |
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