+83.6%
IYR vs RGEN
+415.2%
-331.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +0.6% | -3.3% | +3.9% | +1.1% |
| 30D | +6.6% | -5.8% | +12.4% | +7.4% |
| 3M | -1.8% | +0.2% | -2.0% | -2.3% |
| 6M | +1.4% | +56.8% | -55.3% | -6.3% |
| YTD | +10.5% | +2.4% | +8.1% | +8.5% |
| 1Y | +10.6% | +11.4% | -0.8% | +7.1% |
| 3Y | +41.8% | +15.2% | +26.7% | +31.9% |
| 5Y | +6.0% | -35.1% | +41.1% | +3.5% |
| All | +83.6% | +415.2% | -331.6% | +33.4% |
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