-82.0%
IRE vs RNG
+156.4%
-238.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -4.4% | +14.6% | +8.1% |
| 7D | +58.9% | -0.8% | +59.7% | +58.4% |
| 30D | +17.2% | +11.4% | +5.8% | +24.2% |
| 3M | -58.6% | +72.1% | -130.7% | -44.1% |
| 6M | -23.5% | +67.9% | -91.4% | +3.6% |
| YTD | -47.4% | +144.3% | -191.8% | -9.4% |
| All | -82.0% | +156.4% | -238.4% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling