-97.3%
IRE vs RVTY
+63.9%
-161.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.5% | +12.7% | +12.7% |
| 7D | -15.1% | -0.7% | -14.4% | -12.3% |
| 30D | -71.4% | +1.7% | -73.1% | -70.1% |
| 3M | -81.2% | +36.8% | -118.0% | -84.2% |
| 6M | -93.7% | +60.1% | -153.8% | -95.8% |
| YTD | -92.2% | +64.0% | -156.2% | -95.5% |
| 1Y | -97.3% | +68.2% | -165.5% | -98.5% |
| All | -97.3% | +63.9% | -161.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling