+16.0%
RRX vs IRE
-97.2%
+113.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +39.6% | -34.1% | +1.9% |
| 7D | +7.5% | -27.2% | +34.7% | +9.0% |
| 30D | +3.0% | -75.1% | +78.1% | +12.4% |
| 3M | -5.3% | -77.9% | +72.5% | +2.7% |
| 6M | -26.6% | -94.6% | +67.9% | -16.4% |
| YTD | +21.2% | -91.5% | +112.7% | +30.6% |
| 1Y | +25.9% | -97.8% | +123.8% | +39.0% |
| All | +16.0% | -97.2% | +113.3% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling