+50.1%
IEFA vs RGEN
-44.2%
+94.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.4% | -2.9% | +0.5% | -2.0% |
| 30D | -2.1% | -0.1% | -2.1% | -2.2% |
| 3M | +5.5% | +25.9% | -20.4% | +1.7% |
| 6M | +8.1% | +35.2% | -27.1% | +2.7% |
| YTD | +11.9% | +0.5% | +11.4% | +10.7% |
| 1Y | +18.1% | +37.0% | -18.9% | +11.4% |
| 3Y | +65.5% | +2.0% | +63.4% | +57.8% |
| 5Y | +50.1% | -44.2% | +94.2% | +43.7% |
| All | +50.1% | -44.2% | +94.3% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling