+690.9%
IYR vs RRX
+1,285.3%
-594.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.2% |
| 7D | -0.9% | -0.7% | -0.2% | -0.7% |
| 30D | -2.4% | -8.0% | +5.6% | +0.5% |
| 3M | -2.0% | -25.1% | +23.0% | +6.5% |
| 6M | +2.5% | -18.3% | +20.8% | +5.9% |
| YTD | +8.3% | +14.2% | -5.8% | -3.1% |
| 1Y | +6.5% | +13.0% | -6.6% | -5.4% |
| 3Y | +29.3% | +4.2% | +25.1% | +10.1% |
| 5Y | +5.7% | +17.9% | -12.2% | -18.0% |
| 10Y | +69.2% | +220.4% | -151.2% | -22.6% |
| All | +690.9% | +1,285.3% | -594.4% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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