-98.0%
IRE vs RVTY
+59.9%
-157.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -1.7% | -12.7% | -12.7% |
| 7D | -31.8% | -0.5% | -31.4% | -31.3% |
| 30D | -71.8% | +1.5% | -73.3% | -70.2% |
| 3M | -88.9% | +31.5% | -120.4% | -90.4% |
| 6M | -95.4% | +62.7% | -158.0% | -97.0% |
| YTD | -94.2% | +60.0% | -154.2% | -96.6% |
| 1Y | -97.1% | +65.7% | -162.8% | -98.5% |
| All | -98.0% | +59.9% | -157.9% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling