+541.7%
IBB vs RGEN
+3,624.4%
-3,082.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +1.4% | -4.9% | +6.3% | +2.2% |
| 30D | +10.5% | +5.7% | +4.8% | +9.5% |
| 3M | +23.6% | +32.4% | -8.8% | +17.7% |
| 6M | +22.6% | +33.2% | -10.6% | +16.2% |
| YTD | +25.7% | +2.3% | +23.4% | +24.1% |
| 1Y | +51.4% | +39.0% | +12.4% | +41.9% |
| 3Y | +64.4% | -4.6% | +69.0% | +58.8% |
| 5Y | +22.1% | -42.7% | +64.8% | +24.0% |
| 10Y | +132.5% | +433.6% | -301.1% | +70.9% |
| All | +541.7% | +3,624.4% | -3,082.8% | +219.6% |
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