+1,135.5%
IJR vs RGEN
+3,160.2%
-2,024.8%
-58.2%
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 | -1.1% | -4.6% | +3.4% | -0.6% |
| 30D | -3.6% | +1.2% | -4.8% | -3.8% |
| 3M | +2.3% | +26.8% | -24.5% | -0.8% |
| 6M | +14.3% | +29.1% | -14.7% | +10.3% |
| YTD | +19.3% | +0.7% | +18.6% | +18.3% |
| 1Y | +22.6% | +39.1% | -16.5% | +16.9% |
| 3Y | +53.5% | +2.2% | +51.3% | +48.7% |
| 5Y | +39.9% | -44.0% | +83.9% | +41.1% |
| 10Y | +172.1% | +412.7% | -240.7% | +115.0% |
| All | +1,135.5% | +3,160.2% | -2,024.8% | +626.1% |
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 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