+83.6%
IYR vs RRC
+73.1%
+10.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +0.6% | +6.4% | -5.8% | 0.0% |
| 30D | +6.6% | +23.9% | -17.3% | +4.3% |
| 3M | -1.8% | +30.2% | -32.0% | -4.4% |
| 6M | +1.4% | +26.3% | -24.8% | -1.1% |
| YTD | +10.5% | +48.1% | -37.6% | +6.0% |
| 1Y | +10.6% | +37.7% | -27.0% | +6.7% |
| 3Y | +41.8% | +60.3% | -18.5% | +33.8% |
| 5Y | +6.0% | +135.3% | -129.3% | -4.7% |
| All | +83.6% | +73.1% | +10.5% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling