+711.5%
IYR vs RRC
+3,048.0%
-2,336.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -1.2% | -0.5% | -0.7% | -1.2% |
| 30D | +6.1% | +25.2% | -19.1% | +2.1% |
| 3M | +0.9% | +27.8% | -26.9% | -3.2% |
| 6M | +1.2% | +27.2% | -26.1% | -3.2% |
| YTD | +11.1% | +48.2% | -37.0% | +3.5% |
| 1Y | +9.0% | +34.7% | -25.7% | +2.9% |
| 3Y | +41.4% | +62.2% | -20.8% | +27.8% |
| 5Y | +6.7% | +130.9% | -124.3% | -12.2% |
| 10Y | +87.7% | +73.4% | +14.2% | +40.4% |
| All | +711.5% | +3,048.0% | -2,336.5% | +398.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling