+31.9%
RRX vs IRE
-97.7%
+129.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -13.5% | +12.3% | +0.1% |
| 7D | +12.6% | +11.1% | +1.5% | +10.6% |
| 30D | +10.6% | -75.2% | +85.7% | +21.3% |
| 3M | +4.6% | -86.4% | +91.0% | +19.0% |
| 6M | -13.6% | -94.8% | +81.2% | +0.2% |
| YTD | +29.4% | -93.3% | +122.7% | +42.6% |
| 1Y | +31.9% | -97.5% | +129.4% | +47.1% |
| All | +31.9% | -97.7% | +129.6% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling