+11.0%
IVV vs RVTY
+69.5%
-58.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | 0.0% |
| 7D | -2.7% | -1.2% | -1.5% | -2.6% |
| 30D | -5.4% | +1.0% | -6.4% | -5.5% |
| 3M | -4.1% | +35.8% | -39.9% | -7.9% |
| 6M | +0.7% | +56.7% | -56.0% | -5.8% |
| YTD | +8.7% | +60.7% | -52.0% | +0.1% |
| 1Y | +11.0% | +73.7% | -62.7% | +0.9% |
| All | +11.0% | +69.5% | -58.5% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling