-11.3%
RMD vs IRE
-97.2%
+85.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +39.6% | -41.3% | -1.0% |
| 7D | +2.3% | -27.2% | +29.5% | +2.2% |
| 30D | +4.1% | -75.1% | +79.2% | +2.4% |
| 3M | +5.7% | -77.9% | +83.6% | +4.1% |
| 6M | +12.9% | -94.6% | +107.5% | +11.3% |
| YTD | -1.5% | -91.5% | +90.0% | -3.0% |
| 1Y | -4.8% | -97.8% | +93.1% | -8.3% |
| All | -11.3% | -97.2% | +85.9% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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