+953.6%
IGV vs RGEN
+5,918.9%
-4,965.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | +7.3% | +34.5% | -27.1% | +2.3% |
| 6M | +16.7% | +40.5% | -23.7% | +10.1% |
| YTD | -2.8% | +2.8% | -5.7% | -4.1% |
| 1Y | -6.7% | +39.6% | -46.3% | -12.2% |
| 3Y | +41.1% | +4.4% | +36.7% | +34.8% |
| 5Y | +22.0% | -42.8% | +64.7% | +23.7% |
| 10Y | +357.9% | +406.7% | -48.8% | +257.9% |
| All | +953.6% | +5,918.9% | -4,965.4% | +501.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling