+68.2%
IVV vs RVTY
-7.4%
+75.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.4% |
| 7D | -2.7% | -1.2% | -1.5% | -2.5% |
| 30D | -5.4% | +1.0% | -6.4% | -5.8% |
| 3M | -4.1% | +35.8% | -39.9% | -11.7% |
| 6M | +0.7% | +56.7% | -56.0% | -11.2% |
| YTD | +8.7% | +60.7% | -52.0% | -5.7% |
| 1Y | +11.0% | +73.7% | -62.7% | -6.0% |
| 3Y | +75.4% | +82.8% | -7.3% | +41.1% |
| All | +68.2% | -7.4% | +75.6% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling