-97.1%
IRE vs RRC
+33.2%
-130.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -2.9% | +42.5% | +38.4% |
| 7D | -27.2% | -10.8% | -16.4% | -30.8% |
| 30D | -75.1% | +22.3% | -97.4% | -70.5% |
| 3M | -77.9% | +26.6% | -104.5% | -72.9% |
| 6M | -94.6% | +18.9% | -113.5% | -93.3% |
| YTD | -91.5% | +39.2% | -130.7% | -91.4% |
| 1Y | -97.8% | +34.0% | -131.8% | -97.7% |
| All | -97.1% | +33.2% | -130.3% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling