-97.1%
IRE vs RVTY
+60.6%
-157.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +2.8% | +36.7% | +36.7% |
| 7D | -27.2% | -1.2% | -26.0% | -22.9% |
| 30D | -75.1% | +1.0% | -76.2% | -73.7% |
| 3M | -77.9% | +35.8% | -113.7% | -81.3% |
| 6M | -94.6% | +56.7% | -151.3% | -96.3% |
| YTD | -91.5% | +60.7% | -152.3% | -95.0% |
| 1Y | -97.8% | +73.7% | -171.5% | -99.0% |
| All | -97.1% | +60.6% | -157.8% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling