+212.3%
IEFA vs RGEN
+3,074.0%
-2,861.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | -0.5% | -4.6% | +4.1% | +0.1% |
| 30D | -1.1% | +1.2% | -2.3% | -1.3% |
| 3M | +5.1% | +26.8% | -21.8% | +1.5% |
| 6M | +9.3% | +29.1% | -19.7% | +5.0% |
| YTD | +13.0% | +0.7% | +12.2% | +11.8% |
| 1Y | +19.2% | +39.1% | -19.9% | +12.8% |
| 3Y | +67.0% | +2.2% | +64.7% | +59.8% |
| 5Y | +51.1% | -44.0% | +95.1% | +50.9% |
| 10Y | +146.5% | +412.7% | -266.2% | +86.2% |
| All | +212.3% | +3,074.0% | -2,861.7% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling