-97.6%
IRE vs RVTY
+64.8%
-162.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -1.0% | -14.8% | -14.8% |
| 7D | -41.9% | -2.7% | -39.2% | -38.6% |
| 30D | -75.1% | +3.2% | -78.3% | -74.2% |
| 3M | -82.4% | +37.2% | -119.6% | -85.3% |
| 6M | -95.5% | +57.7% | -153.2% | -96.9% |
| YTD | -93.1% | +64.8% | -157.9% | -96.0% |
| 1Y | -97.8% | +72.8% | -170.6% | -98.9% |
| All | -97.6% | +64.8% | -162.4% | -98.6% |
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