-97.6%
IRE vs RRC
+40.0%
-137.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +4.8% | -20.6% | -13.7% |
| 7D | -41.9% | -5.2% | -36.7% | -43.0% |
| 30D | -75.1% | +25.2% | -100.3% | -70.4% |
| 3M | -82.4% | +27.4% | -109.8% | -78.6% |
| 6M | -95.5% | +27.0% | -122.5% | -94.4% |
| YTD | -93.1% | +46.3% | -139.3% | -92.7% |
| 1Y | -97.8% | +37.1% | -134.9% | -97.4% |
| All | -97.6% | +40.0% | -137.6% | -97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling