-97.2%
IRE vs RVTY
+66.5%
-163.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.6% | -6.1% | -6.1% |
| 7D | -15.5% | +6.0% | -21.5% | -16.4% |
| 30D | -70.4% | +4.3% | -74.7% | -69.8% |
| 3M | -81.6% | +40.2% | -121.8% | -85.0% |
| 6M | -94.7% | +59.3% | -154.0% | -96.4% |
| YTD | -91.8% | +66.5% | -158.3% | -95.3% |
| 1Y | -97.6% | +77.5% | -175.0% | -98.9% |
| All | -97.2% | +66.5% | -163.6% | -98.4% |
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