+65.6%
IYR vs RGEN
+414.1%
-348.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.8% | -2.9% | +0.1% | -2.4% |
| 30D | -2.5% | -0.1% | -2.5% | -2.6% |
| 3M | -3.0% | +25.9% | -28.9% | -6.7% |
| 6M | +1.6% | +35.2% | -33.6% | -3.8% |
| YTD | +7.3% | +0.5% | +6.8% | +6.1% |
| 1Y | +5.6% | +37.0% | -31.4% | -0.9% |
| 3Y | +28.1% | +2.0% | +26.1% | +21.6% |
| 5Y | +6.1% | -44.2% | +50.3% | +6.0% |
| All | +65.6% | +414.1% | -348.5% | +24.9% |
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