-97.5%
IRE vs RL
+17.3%
-114.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -0.8% | -12.7% | -12.7% |
| 7D | +11.1% | +2.4% | +8.7% | +7.5% |
| 30D | -75.2% | +4.6% | -79.7% | -76.0% |
| 3M | -86.4% | -1.1% | -85.3% | -86.1% |
| 6M | -94.8% | +16.5% | -111.4% | -95.9% |
| YTD | -93.3% | +11.4% | -104.7% | -94.7% |
| 1Y | -97.5% | +16.1% | -113.6% | -98.2% |
| All | -97.5% | +17.3% | -114.7% | -98.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling