+1,428.5%
IBKR vs RGEN
+4,660.2%
-3,231.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -1.3% | -1.4% | +0.1% | -1.1% |
| 30D | -0.2% | -0.3% | +0.1% | -0.2% |
| 3M | +3.0% | +23.9% | -20.9% | -1.5% |
| 6M | +33.9% | +38.5% | -4.7% | +25.2% |
| YTD | +42.5% | +0.8% | +41.7% | +41.0% |
| 1Y | +44.9% | +38.2% | +6.6% | +35.2% |
| 3Y | +293.0% | +1.3% | +291.7% | +271.9% |
| 5Y | +497.7% | -44.0% | +541.7% | +501.0% |
| 10Y | +1,004.4% | +413.1% | +591.3% | +587.1% |
| All | +1,428.5% | +4,660.2% | -3,231.7% | +409.4% |
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