-83.2%
IRE vs RNG
+154.4%
-237.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.8% | -6.0% | -7.2% |
| 7D | +29.0% | -4.1% | +33.1% | +26.7% |
| 30D | +24.2% | +8.6% | +15.6% | +29.9% |
| 3M | -53.2% | +78.0% | -131.1% | -36.2% |
| 6M | -36.0% | +67.0% | -103.1% | -13.7% |
| YTD | -51.0% | +142.4% | -193.4% | -15.9% |
| All | -83.2% | +154.4% | -237.6% | -67.6% |
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