-97.8%
IRE vs RVTY
+69.5%
-167.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +2.8% | +36.7% | +37.0% |
| 7D | -27.2% | -1.2% | -26.0% | -23.4% |
| 30D | -75.1% | +1.0% | -76.2% | -73.8% |
| 3M | -77.9% | +35.8% | -113.7% | -80.5% |
| 6M | -94.6% | +56.7% | -151.3% | -95.9% |
| YTD | -91.5% | +60.7% | -152.3% | -94.5% |
| 1Y | -97.8% | +73.7% | -171.5% | -98.6% |
| All | -97.8% | +69.5% | -167.3% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling