-83.7%
IRE vs RNG
+168.1%
-251.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -3.9% | +17.9% | +12.1% |
| 7D | +54.8% | +5.8% | +49.0% | +58.8% |
| 30D | +18.4% | +19.6% | -1.2% | +29.5% |
| 3M | -66.7% | +67.0% | -133.8% | -55.2% |
| 6M | -52.3% | +88.4% | -140.7% | -32.3% |
| YTD | -52.3% | +155.5% | -207.8% | -16.2% |
| All | -83.7% | +168.1% | -251.8% | -67.7% |
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