-97.4%
IRE vs RGEN
+23.9%
-121.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.6% | -5.1% |
| 7D | -15.5% | +3.5% | -19.0% | -15.5% |
| 30D | -70.4% | +2.9% | -73.3% | -69.9% |
| 3M | -81.6% | +9.2% | -90.8% | -82.2% |
| 6M | -94.7% | +44.9% | -139.6% | -96.0% |
| YTD | -91.8% | +9.2% | -101.0% | -90.5% |
| All | -97.4% | +23.9% | -121.3% | -97.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling