+564.9%
IBB vs RGEN
+3,876.4%
-3,311.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.4% | +2.3% |
| 7D | +2.7% | +3.5% | -0.8% | +2.2% |
| 30D | +6.3% | +2.9% | +3.4% | +5.8% |
| 3M | +11.1% | +9.2% | +1.9% | +9.3% |
| 6M | +29.2% | +44.9% | -15.7% | +20.9% |
| YTD | +30.2% | +9.2% | +21.0% | +27.0% |
| 1Y | +39.5% | +25.3% | +14.2% | +33.0% |
| 3Y | +92.3% | +21.7% | +70.6% | +79.6% |
| 5Y | +43.0% | -34.5% | +77.5% | +42.1% |
| 10Y | +137.1% | +478.9% | -341.8% | +71.8% |
| All | +564.9% | +3,876.4% | -3,311.6% | +227.2% |
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