-97.6%
IRE vs RNG
+168.3%
-265.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +0.7% | -16.6% | -15.6% |
| 7D | -41.9% | -6.0% | -35.9% | -43.2% |
| 30D | -75.1% | -7.4% | -67.7% | -76.2% |
| 3M | -82.4% | +14.6% | -97.0% | -81.3% |
| 6M | -95.5% | +61.5% | -157.1% | -94.0% |
| YTD | -93.1% | +155.7% | -248.7% | -87.9% |
| 1Y | -97.8% | +172.5% | -270.3% | -96.2% |
| All | -97.6% | +168.3% | -265.9% | -95.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling