+136.4%
IYR vs RNG
+309.1%
-172.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.4% |
| 7D | -0.4% | -0.8% | +0.4% | -0.3% |
| 30D | -2.5% | +11.4% | -13.9% | -3.8% |
| 3M | +1.5% | +72.1% | -70.6% | -5.0% |
| 6M | +3.9% | +67.9% | -64.1% | -3.2% |
| YTD | +9.5% | +144.3% | -134.8% | -3.2% |
| 1Y | +7.5% | +117.5% | -110.1% | -4.0% |
| 3Y | +30.8% | +123.9% | -93.1% | +13.6% |
| 5Y | +4.8% | -70.1% | +74.9% | +6.4% |
| 10Y | +64.3% | +215.9% | -151.5% | +29.2% |
| All | +136.4% | +309.1% | -172.6% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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