-97.2%
IRE vs RRC
+33.5%
-130.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.4% |
| 7D | -15.5% | -10.3% | -5.2% | -19.5% |
| 30D | -70.4% | +19.5% | -89.9% | -65.7% |
| 3M | -81.6% | +27.9% | -109.5% | -77.4% |
| 6M | -94.7% | +21.2% | -115.9% | -93.5% |
| YTD | -91.8% | +39.6% | -131.3% | -91.6% |
| 1Y | -97.6% | +31.3% | -128.8% | -97.2% |
| All | -97.2% | +33.5% | -130.7% | -96.9% |
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