+19.5%
RSP vs IRE
-97.6%
+117.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.4% | +14.6% | +0.4% |
| 7D | +2.4% | -31.8% | +34.2% | +2.7% |
| 30D | +4.3% | -71.8% | +76.0% | +5.3% |
| 3M | -0.3% | -88.9% | +88.6% | +1.5% |
| 6M | +9.8% | -95.4% | +105.2% | +12.6% |
| YTD | +16.8% | -94.2% | +111.1% | +17.6% |
| 1Y | +19.5% | -97.1% | +116.6% | +20.6% |
| All | +19.5% | -97.6% | +117.1% | +20.6% |
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 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