+15.9%
RSG vs IRE
-98.1%
+114.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.4% | +14.4% | -0.5% |
| 7D | +2.5% | -31.8% | +34.3% | +1.4% |
| 30D | +12.7% | -71.8% | +84.5% | +9.8% |
| 3M | +17.9% | -88.9% | +106.8% | +12.7% |
| 6M | +25.0% | -95.4% | +120.3% | +19.7% |
| YTD | +20.8% | -94.2% | +115.0% | +17.3% |
| 1Y | +24.3% | -97.1% | +121.4% | +19.9% |
| All | +15.9% | -98.1% | +114.0% | +11.6% |
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