+21.2%
IGV vs RGEN
-44.3%
+65.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | -1.5% | -4.6% | +3.0% | -0.3% |
| 30D | -3.0% | +1.2% | -4.2% | -3.4% |
| 3M | +9.6% | +26.8% | -17.3% | +1.9% |
| 6M | +16.1% | +29.1% | -12.9% | +6.7% |
| YTD | -3.6% | +0.7% | -4.4% | -5.3% |
| 1Y | -7.8% | +39.1% | -46.9% | -17.9% |
| 3Y | +40.0% | +2.2% | +37.7% | +28.5% |
| 5Y | +21.2% | -44.0% | +65.2% | +22.3% |
| All | +21.2% | -44.3% | +65.5% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling