-98.0%
IRE vs RL
+16.8%
-114.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -1.2% | -13.2% | -13.2% |
| 7D | -31.8% | +2.6% | -34.4% | -33.8% |
| 30D | -71.8% | +2.9% | -74.7% | -72.2% |
| 3M | -88.9% | 0.0% | -88.9% | -88.8% |
| 6M | -95.4% | +17.1% | -112.5% | -96.3% |
| YTD | -94.2% | +10.1% | -104.4% | -95.3% |
| 1Y | -97.1% | +17.3% | -114.4% | -97.8% |
| All | -98.0% | +16.8% | -114.8% | -98.5% |
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