-97.2%
IRE vs RL
+20.5%
-117.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.8% | -8.3% | -8.2% |
| 7D | -15.5% | +0.2% | -15.8% | -14.4% |
| 30D | -70.4% | +7.3% | -77.7% | -72.1% |
| 3M | -81.6% | +1.0% | -82.7% | -81.8% |
| 6M | -94.7% | +11.8% | -106.5% | -95.5% |
| YTD | -91.8% | +13.6% | -105.4% | -93.4% |
| 1Y | -97.6% | +24.0% | -121.6% | -98.3% |
| All | -97.2% | +20.5% | -117.7% | -97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling