-97.6%
IRE vs RL
+20.8%
-118.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +0.3% | -16.1% | -16.1% |
| 7D | -41.9% | +1.3% | -43.2% | -41.7% |
| 30D | -75.1% | +7.6% | -82.7% | -76.6% |
| 3M | -82.4% | -1.5% | -80.9% | -82.0% |
| 6M | -95.5% | +12.1% | -107.6% | -96.2% |
| YTD | -93.1% | +13.9% | -107.0% | -94.5% |
| 1Y | -97.8% | +20.7% | -118.4% | -98.4% |
| All | -97.6% | +20.8% | -118.4% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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