+363.6%
IGV vs RGEN
+415.2%
-51.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.5% |
| 7D | +2.3% | -3.3% | +5.6% | +3.3% |
| 30D | -6.0% | -5.8% | -0.2% | -4.5% |
| 3M | -4.8% | +0.2% | -5.0% | -5.6% |
| 6M | +14.2% | +56.8% | -42.5% | -1.7% |
| YTD | -4.2% | +2.4% | -6.6% | -7.2% |
| 1Y | -5.3% | +11.4% | -16.7% | -10.6% |
| 3Y | +38.8% | +15.2% | +23.6% | +21.4% |
| 5Y | +14.2% | -35.1% | +49.3% | +12.4% |
| All | +363.6% | +415.2% | -51.6% | +144.8% |
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