+423.6%
IRM vs RGEN
+414.1%
+9.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -1.8% | -2.9% | +1.1% | -1.4% |
| 30D | -7.8% | -0.1% | -7.7% | -7.8% |
| 3M | -7.9% | +25.9% | -33.8% | -11.5% |
| 6M | +6.3% | +35.2% | -28.9% | +0.7% |
| YTD | +38.2% | +0.5% | +37.7% | +36.5% |
| 1Y | +19.8% | +37.0% | -17.1% | +12.7% |
| 3Y | +98.8% | +2.0% | +96.7% | +89.5% |
| 5Y | +191.8% | -44.2% | +235.9% | +187.9% |
| All | +423.6% | +414.1% | +9.5% | +314.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling