+260.9%
RVMD vs IRE
-97.7%
+358.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -15.8% | +12.3% | -2.6% |
| 7D | -0.6% | -41.9% | +41.3% | +1.5% |
| 30D | +1.7% | -75.1% | +76.8% | +7.5% |
| 3M | -6.7% | -82.4% | +75.7% | -0.7% |
| 6M | +36.1% | -95.5% | +131.7% | +50.6% |
| YTD | +142.4% | -93.1% | +235.4% | +153.7% |
| 1Y | +207.8% | -97.8% | +305.6% | +229.1% |
| All | +260.9% | -97.7% | +358.7% | +284.2% |
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