+546.9%
IBB vs RGEN
+3,755.3%
-3,208.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.2% | +1.3% |
| 7D | -1.8% | -1.9% | +0.1% | -1.5% |
| 30D | +5.1% | +3.7% | +1.3% | +4.4% |
| 3M | +10.7% | +8.8% | +1.9% | +9.0% |
| 6M | +22.9% | +38.0% | -15.1% | +15.9% |
| YTD | +26.7% | +5.9% | +20.8% | +24.2% |
| 1Y | +35.1% | +19.7% | +15.4% | +29.8% |
| 3Y | +80.2% | +20.5% | +59.7% | +68.5% |
| 5Y | +37.8% | -35.0% | +72.8% | +37.2% |
| 10Y | +161.2% | +540.9% | -379.7% | +87.3% |
| All | +546.9% | +3,755.3% | -3,208.5% | +219.9% |
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 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