+12.1%
RRX vs IRE
-82.8%
+95.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.2% | -9.7% | -0.2% |
| 7D | +4.3% | +58.9% | -54.6% | +0.4% |
| 30D | -8.0% | +17.2% | -25.2% | -10.0% |
| 3M | -22.0% | -58.6% | +36.6% | -21.0% |
| 6M | -11.9% | -23.5% | +11.6% | -14.3% |
| YTD | +17.1% | -47.4% | +64.5% | +12.3% |
| All | +12.1% | -82.8% | +95.0% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling