+309.6%
IVV vs RVTY
+217.6%
+92.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.3% | +1.2% |
| 7D | +0.1% | +6.0% | -5.9% | -1.9% |
| 30D | -3.3% | +4.3% | -7.6% | -4.8% |
| 3M | -2.4% | +40.2% | -42.6% | -13.1% |
| 6M | +2.6% | +59.3% | -56.7% | -13.0% |
| YTD | +11.3% | +66.5% | -55.2% | -8.1% |
| 1Y | +13.4% | +77.5% | -64.0% | -8.6% |
| 3Y | +80.3% | +92.5% | -12.2% | +34.9% |
| 5Y | +72.7% | -6.8% | +79.5% | +67.3% |
| 10Y | +309.6% | +225.4% | +84.3% | +129.0% |
| All | +309.6% | +217.6% | +92.0% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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