+5.7%
IYR vs RGEN
-44.3%
+50.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +0.9% | -0.8% |
| 7D | -0.9% | -4.6% | +3.6% | -0.2% |
| 30D | -2.4% | +1.2% | -3.5% | -2.6% |
| 3M | -2.0% | +26.8% | -28.8% | -6.0% |
| 6M | +2.5% | +29.1% | -26.6% | -2.5% |
| YTD | +8.3% | +0.7% | +7.6% | +7.1% |
| 1Y | +6.5% | +39.1% | -32.6% | -0.6% |
| 3Y | +29.3% | +2.2% | +27.1% | +22.5% |
| 5Y | +5.7% | -44.0% | +49.7% | +0.8% |
| All | +5.7% | -44.3% | +50.0% | +0.8% |
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