-97.8%
IRE vs RRC
+31.6%
-129.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -2.9% | +42.5% | +37.8% |
| 7D | -27.2% | -10.8% | -16.4% | -32.8% |
| 30D | -75.1% | +22.3% | -97.4% | -68.7% |
| 3M | -77.9% | +26.6% | -104.5% | -70.7% |
| 6M | -94.6% | +18.9% | -113.5% | -92.9% |
| YTD | -91.5% | +39.2% | -130.7% | -89.3% |
| 1Y | -97.8% | +34.0% | -131.8% | -97.4% |
| All | -97.8% | +31.6% | -129.4% | -97.4% |
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