-97.7%
IRE vs RRC
+44.7%
-142.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -3.5% | -19.7% | -25.4% |
| 7D | -46.8% | -6.8% | -40.1% | -49.6% |
| 30D | -75.5% | +34.7% | -110.2% | -67.2% |
| 3M | -79.4% | +31.5% | -110.9% | -72.6% |
| 6M | -91.3% | +21.8% | -113.0% | -88.2% |
| YTD | -90.8% | +48.9% | -139.7% | -88.1% |
| 1Y | -97.7% | +42.1% | -139.8% | -97.1% |
| All | -97.7% | +44.7% | -142.4% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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