-97.9%
IRE vs RL
+15.4%
-113.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -7.3% | -26.6% | -26.1% |
| 7D | -57.1% | -4.7% | -52.5% | -53.9% |
| 30D | -84.4% | +3.6% | -88.0% | -84.7% |
| 3M | -85.0% | +0.5% | -85.5% | -85.2% |
| 6M | -95.2% | +6.6% | -101.8% | -95.6% |
| YTD | -93.9% | +8.8% | -102.8% | -94.9% |
| 1Y | -98.8% | +21.8% | -120.6% | -99.2% |
| All | -97.9% | +15.4% | -113.3% | -98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling