+707.1%
IYR vs RGEN
+3,124.8%
-2,417.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +0.6% | -3.3% | +3.9% | +0.9% |
| 30D | +6.6% | -5.8% | +12.4% | +7.1% |
| 3M | -1.8% | +0.2% | -2.0% | -2.1% |
| 6M | +1.4% | +56.8% | -55.3% | -3.6% |
| YTD | +10.5% | +2.4% | +8.1% | +9.2% |
| 1Y | +10.6% | +11.4% | -0.8% | +8.3% |
| 3Y | +41.8% | +15.2% | +26.7% | +35.7% |
| 5Y | +6.0% | -35.1% | +41.1% | +4.8% |
| 10Y | +86.7% | +419.6% | -333.0% | +49.7% |
| All | +707.1% | +3,124.8% | -2,417.7% | +399.1% |
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