+144.6%
IEFA vs RGEN
+415.7%
-271.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -1.6% | -1.4% | -0.1% | -1.4% |
| 30D | -1.5% | -0.3% | -1.2% | -1.5% |
| 3M | +3.4% | +23.9% | -20.5% | -0.2% |
| 6M | +9.5% | +38.5% | -29.1% | +3.5% |
| YTD | +13.0% | +0.8% | +12.2% | +11.8% |
| 1Y | +18.0% | +38.2% | -20.2% | +11.0% |
| 3Y | +65.4% | +1.3% | +64.1% | +57.5% |
| 5Y | +51.6% | -44.0% | +95.6% | +51.6% |
| All | +144.6% | +415.7% | -271.1% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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