+41.1%
IGV vs RGEN
-0.1%
+41.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -3.3% | -0.9% | -2.4% | -3.2% |
| 30D | 0.0% | +2.8% | -2.9% | -0.6% |
| 3M | +7.3% | +34.5% | -27.1% | +0.5% |
| 6M | +16.7% | +40.5% | -23.7% | +7.7% |
| YTD | -2.8% | +2.8% | -5.7% | -4.5% |
| 1Y | -6.7% | +39.6% | -46.3% | -14.2% |
| 3Y | +41.1% | +4.4% | +36.7% | +40.4% |
| All | +41.1% | -0.1% | +41.2% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling