+938.5%
IGV vs RGEN
+5,892.5%
-4,954.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.4% |
| 7D | +2.3% | -3.3% | +5.6% | +2.8% |
| 30D | -6.0% | -5.8% | -0.2% | -5.2% |
| 3M | -4.8% | +0.2% | -5.0% | -5.1% |
| 6M | +14.2% | +56.8% | -42.5% | +6.0% |
| YTD | -4.2% | +2.4% | -6.6% | -5.7% |
| 1Y | -5.3% | +11.4% | -16.7% | -7.9% |
| 3Y | +38.8% | +15.2% | +23.6% | +30.9% |
| 5Y | +14.2% | -35.1% | +49.3% | +13.9% |
| 10Y | +357.6% | +419.6% | -62.1% | +256.3% |
| All | +938.5% | +5,892.5% | -4,954.0% | +491.5% |
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