-97.1%
IRE vs RL
+13.8%
-110.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -1.4% | +41.0% | +41.0% |
| 7D | -27.2% | -4.2% | -23.0% | -22.7% |
| 30D | -75.1% | +4.3% | -79.4% | -75.9% |
| 3M | -77.9% | -4.6% | -73.3% | -76.8% |
| 6M | -94.6% | +1.7% | -96.3% | -94.8% |
| YTD | -91.5% | +7.3% | -98.9% | -92.8% |
| 1Y | -97.8% | +20.8% | -118.6% | -98.5% |
| All | -97.1% | +13.8% | -110.9% | -97.8% |
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