-97.7%
IRE vs RNG
+179.4%
-277.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -0.2% | -23.0% | -23.3% |
| 7D | -46.8% | -9.6% | -37.3% | -49.3% |
| 30D | -75.5% | -1.4% | -74.1% | -76.1% |
| 3M | -79.4% | +28.8% | -108.2% | -76.7% |
| 6M | -91.3% | +65.6% | -156.9% | -87.9% |
| YTD | -90.8% | +171.4% | -262.2% | -82.2% |
| 1Y | -97.7% | +185.3% | -283.0% | -94.7% |
| All | -97.7% | +179.4% | -277.1% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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