-97.1%
IRE vs RNG
+163.7%
-260.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -2.9% | +42.5% | +38.6% |
| 7D | -27.2% | -11.3% | -15.8% | -30.5% |
| 30D | -75.1% | -5.7% | -69.4% | -76.0% |
| 3M | -77.9% | +16.8% | -94.6% | -76.2% |
| 6M | -94.6% | +58.5% | -153.0% | -92.8% |
| YTD | -91.5% | +151.3% | -242.9% | -85.3% |
| 1Y | -97.8% | +169.0% | -266.8% | -96.3% |
| All | -97.1% | +163.7% | -260.8% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling