+9,922.0%
IRM vs RGEN
+11,001.3%
-1,079.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +2.1% |
| 7D | +8.6% | -1.2% | +9.8% | +8.7% |
| 30D | 0.0% | -5.1% | +5.1% | +0.3% |
| 3M | -7.1% | +0.5% | -7.6% | -7.3% |
| 6M | -7.9% | +46.6% | -54.5% | -10.0% |
| YTD | +41.3% | +1.6% | +39.7% | +40.5% |
| 1Y | +20.7% | +5.4% | +15.4% | +19.9% |
| 3Y | +112.2% | +12.8% | +99.3% | +108.0% |
| 5Y | +191.2% | -35.6% | +226.8% | +190.3% |
| 10Y | +524.3% | +415.7% | +108.6% | +461.7% |
| All | +9,922.0% | +11,001.3% | -1,079.3% | +7,403.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling