+15.1%
RSP vs IRE
-97.2%
+112.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +39.6% | -40.0% | -0.8% |
| 7D | -1.0% | -27.2% | +26.1% | -0.9% |
| 30D | +2.6% | -75.1% | +77.7% | +3.9% |
| 3M | -0.8% | -77.9% | +77.1% | +0.4% |
| 6M | +6.3% | -94.6% | +100.9% | +8.9% |
| YTD | +14.1% | -91.5% | +105.7% | +14.4% |
| 1Y | +18.0% | -97.8% | +115.8% | +20.2% |
| All | +15.1% | -97.2% | +112.3% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling