-92.0%
IOVA vs RGEN
+4,888.1%
-4,980.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +9.7% | -4.9% | +14.7% | +11.6% |
| 30D | +102.5% | +5.7% | +96.9% | +99.1% |
| 3M | +100.7% | +32.4% | +68.2% | +79.7% |
| 6M | +106.3% | +33.2% | +73.2% | +83.3% |
| YTD | +222.0% | +2.3% | +219.7% | +213.7% |
| 1Y | +299.5% | +39.0% | +260.6% | +250.1% |
| 3Y | +42.9% | -4.6% | +47.6% | +37.3% |
| 5Y | -65.0% | -42.7% | -22.3% | -62.9% |
| 10Y | +10.3% | +433.6% | -423.3% | -35.0% |
| All | -92.0% | +4,888.1% | -4,980.1% | -94.6% |
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