+1,055.9%
IJH vs RGEN
+3,160.2%
-2,104.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | -0.7% | -4.6% | +3.8% | -0.2% |
| 30D | -3.8% | +1.2% | -5.0% | -4.0% |
| 3M | 0.0% | +26.8% | -26.8% | -2.9% |
| 6M | +8.8% | +29.1% | -20.3% | +5.1% |
| YTD | +13.5% | +0.7% | +12.8% | +12.6% |
| 1Y | +15.4% | +39.1% | -23.7% | +10.3% |
| 3Y | +50.9% | +2.2% | +48.7% | +46.2% |
| 5Y | +47.8% | -44.0% | +91.8% | +48.8% |
| 10Y | +183.1% | +412.7% | -229.7% | +128.4% |
| All | +1,055.9% | +3,160.2% | -2,104.4% | +608.9% |
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