-94.8%
IRE vs RVTY
+58.2%
-153.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -0.8% | -12.7% | -13.0% |
| 7D | +11.1% | +4.1% | +7.0% | +8.9% |
| 30D | -75.2% | +1.3% | -76.5% | -74.5% |
| 3M | -86.4% | +33.3% | -119.6% | -84.1% |
| 6M | -94.8% | +58.3% | -153.1% | -93.2% |
| All | -94.8% | +58.2% | -153.0% | -93.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling