+364.8%
IGV vs RGEN
+411.3%
-46.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.8% | +0.2% |
| 7D | +2.5% | -1.2% | +3.6% | +2.8% |
| 30D | -8.6% | -5.1% | -3.5% | -7.3% |
| 3M | -1.6% | +0.5% | -2.1% | -2.5% |
| 6M | +13.4% | +46.6% | -33.1% | -0.4% |
| YTD | -4.0% | +1.6% | -5.6% | -6.8% |
| 1Y | -7.6% | +5.4% | -13.0% | -11.4% |
| 3Y | +39.3% | +12.8% | +26.4% | +22.6% |
| 5Y | +14.5% | -35.6% | +50.1% | +12.9% |
| All | +364.8% | +411.3% | -46.5% | +146.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling