+83.4%
IYR vs RRC
+71.8%
+11.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.6% |
| 7D | -0.1% | +2.5% | -2.6% | -0.3% |
| 30D | +5.7% | +21.1% | -15.4% | +3.7% |
| 3M | -0.6% | +28.4% | -29.0% | -3.1% |
| 6M | +0.5% | +26.5% | -25.9% | -2.0% |
| YTD | +10.4% | +47.0% | -36.6% | +6.0% |
| 1Y | +9.2% | +35.2% | -26.0% | +5.5% |
| 3Y | +40.5% | +61.0% | -20.5% | +32.6% |
| 5Y | +5.9% | +133.6% | -127.7% | -4.8% |
| All | +83.4% | +71.8% | +11.6% | +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