-98.0%
IRE vs RRC
+41.7%
-139.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.7% | -15.1% | -14.1% |
| 7D | -31.8% | +6.4% | -38.2% | -29.7% |
| 30D | -71.8% | +23.9% | -95.6% | -66.7% |
| 3M | -88.9% | +30.2% | -119.1% | -86.4% |
| 6M | -95.4% | +26.3% | -121.6% | -94.1% |
| YTD | -94.2% | +48.1% | -142.3% | -93.9% |
| 1Y | -97.1% | +37.7% | -134.8% | -96.5% |
| All | -98.0% | +41.7% | -139.7% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling