+17.3%
IGV vs RGEN
-35.5%
+52.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | -1.3% | -3.1% | +1.8% | -0.5% |
| 30D | -8.1% | +0.1% | -8.2% | -8.2% |
| 3M | -1.6% | +4.8% | -6.4% | -3.5% |
| 6M | +12.7% | +48.9% | -36.2% | -0.5% |
| YTD | -3.3% | +5.3% | -8.6% | -6.6% |
| 1Y | -7.9% | +12.5% | -20.4% | -12.9% |
| 3Y | +40.3% | +17.0% | +23.4% | +23.6% |
| 5Y | +17.3% | -35.4% | +52.7% | +13.1% |
| All | +17.3% | -35.5% | +52.8% | +13.1% |
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