+700.6%
IYR vs RRC
+2,443.4%
-1,742.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.2% | +1.3% | -2.5% | -1.4% |
| 30D | -2.9% | +10.1% | -13.0% | -4.3% |
| 3M | +0.8% | +4.0% | -3.2% | 0.0% |
| 6M | +1.9% | +1.6% | +0.3% | +1.2% |
| YTD | +9.6% | +19.7% | -10.1% | +6.0% |
| 1Y | +8.1% | +21.4% | -13.3% | +4.0% |
| 3Y | +29.2% | +29.7% | -0.5% | +21.2% |
| 5Y | +4.3% | +153.9% | -149.6% | -15.6% |
| 10Y | +64.7% | +10.8% | +53.9% | +33.7% |
| All | +700.6% | +2,443.4% | -1,742.8% | +410.3% |
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