-97.2%
IRE vs RGEN
+13.3%
-110.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.6% | -5.3% |
| 7D | -15.5% | +3.5% | -19.0% | -15.5% |
| 30D | -70.4% | +2.9% | -73.3% | -69.8% |
| 3M | -81.6% | +9.2% | -90.8% | -82.3% |
| 6M | -94.7% | +44.9% | -139.6% | -96.2% |
| YTD | -91.8% | +9.2% | -101.0% | -90.5% |
| 1Y | -97.6% | +25.3% | -122.9% | -97.7% |
| All | -97.2% | +13.3% | -110.4% | -96.9% |
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