-97.1%
IRE vs RRC
+36.3%
-133.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.7% | -15.1% | -13.9% |
| 7D | -31.8% | +6.4% | -38.2% | -28.7% |
| 30D | -71.8% | +23.9% | -95.6% | -64.7% |
| 3M | -88.9% | +30.2% | -119.1% | -85.3% |
| 6M | -95.4% | +26.3% | -121.6% | -93.6% |
| YTD | -94.2% | +48.1% | -142.3% | -92.4% |
| 1Y | -97.1% | +37.7% | -134.8% | -95.6% |
| All | -97.1% | +36.3% | -133.4% | -95.6% |
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