+104.4%
IRM vs RGEN
-0.1%
+104.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.8% |
| 7D | +1.6% | -0.9% | +2.5% | +1.7% |
| 30D | -4.2% | +2.8% | -7.0% | -4.7% |
| 3M | -5.4% | +34.5% | -39.8% | -10.6% |
| 6M | +12.0% | +40.5% | -28.4% | +4.4% |
| YTD | +42.0% | +2.8% | +39.2% | +39.7% |
| 1Y | +29.9% | +39.6% | -9.8% | +20.5% |
| 3Y | +104.4% | +4.4% | +100.0% | +102.6% |
| All | +104.4% | -0.1% | +104.4% | +102.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling