+12.2%
IOT vs RGEN
+45.2%
-33.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +4.0% |
| 7D | -2.3% | -4.9% | +2.6% | -1.2% |
| 30D | +3.8% | +5.7% | -1.9% | +2.3% |
| 3M | +14.2% | +32.4% | -18.3% | +5.3% |
| 6M | +40.1% | +33.2% | +6.9% | +27.6% |
| YTD | +13.4% | +2.3% | +11.1% | +14.7% |
| 1Y | +12.2% | +39.0% | -26.8% | 0.0% |
| All | +12.2% | +45.2% | -33.0% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling