-63.2%
IOVA vs RGEN
-42.7%
-20.5%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | +5.1% | -0.9% | +5.9% | +5.5% |
| 30D | +37.2% | +2.8% | +34.4% | +35.8% |
| 3M | +117.5% | +34.5% | +83.0% | +88.0% |
| 6M | +69.6% | +40.5% | +29.1% | +42.8% |
| YTD | +218.7% | +2.8% | +215.8% | +207.8% |
| 1Y | +265.5% | +39.6% | +225.9% | +207.5% |
| 3Y | +46.2% | +4.4% | +41.8% | +31.9% |
| 5Y | -63.2% | -42.8% | -20.5% | -62.1% |
| All | -63.2% | -42.7% | -20.5% | -62.1% |
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