+434.4%
IRM vs RGEN
+415.3%
+19.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.4% |
| 7D | +3.0% | -4.6% | +7.6% | +3.7% |
| 30D | -5.2% | +1.2% | -6.4% | -5.5% |
| 3M | -8.0% | +26.8% | -34.9% | -11.7% |
| 6M | +9.2% | +29.1% | -19.9% | +4.1% |
| YTD | +41.0% | +0.7% | +40.3% | +39.3% |
| 1Y | +23.3% | +39.1% | -15.8% | +15.7% |
| 3Y | +102.8% | +2.2% | +100.6% | +93.3% |
| 5Y | +192.8% | -44.0% | +236.8% | +188.8% |
| All | +434.4% | +415.3% | +19.1% | +322.9% |
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