-92.7%
IOVA vs RGEN
+5,078.0%
-5,170.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.1% |
| 7D | -8.5% | -2.4% | -6.1% | -7.5% |
| 30D | -44.7% | +0.1% | -44.8% | -44.7% |
| 3M | +26.2% | +6.6% | +19.6% | +23.7% |
| 6M | +123.2% | +40.9% | +82.3% | +95.0% |
| YTD | +196.0% | +6.2% | +189.8% | +185.0% |
| 1Y | +240.9% | +19.4% | +221.5% | +215.4% |
| 3Y | +103.5% | +17.9% | +85.6% | +85.1% |
| 5Y | -65.5% | -34.0% | -31.4% | -64.8% |
| 10Y | +7.0% | +453.9% | -446.9% | -37.7% |
| All | -92.7% | +5,078.0% | -5,170.6% | -95.1% |
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 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