+179.7%
IRM vs RGEN
-35.0%
+214.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.5% |
| 7D | -5.1% | -2.4% | -2.7% | -4.5% |
| 30D | -3.3% | +0.1% | -3.3% | -3.3% |
| 3M | -8.2% | +6.6% | -14.8% | -9.8% |
| 6M | -12.8% | +40.9% | -53.7% | -19.6% |
| YTD | +36.6% | +6.2% | +30.4% | +32.6% |
| 1Y | +11.9% | +19.4% | -7.5% | +6.0% |
| 3Y | +105.1% | +17.9% | +87.2% | +86.3% |
| All | +179.7% | -35.0% | +214.6% | +165.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling