-83.7%
IRE vs RRC
+14.5%
-98.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.9% | +14.9% | +13.3% |
| 7D | +54.8% | +1.3% | +53.5% | +56.4% |
| 30D | +18.4% | +10.1% | +8.3% | +27.9% |
| 3M | -66.7% | +4.0% | -70.7% | -63.9% |
| 6M | -52.3% | +1.6% | -53.9% | -49.8% |
| YTD | -52.3% | +19.7% | -72.0% | -57.5% |
| All | -83.7% | +14.5% | -98.2% | -84.3% |
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