-92.6%
IOVA vs RGEN
+5,225.6%
-5,318.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +0.5% |
| 7D | +1.9% | +3.5% | -1.6% | +0.9% |
| 30D | -44.1% | +2.9% | -47.0% | -44.7% |
| 3M | +28.9% | +9.2% | +19.7% | +25.3% |
| 6M | +125.7% | +44.9% | +80.8% | +95.3% |
| YTD | +199.3% | +9.2% | +190.1% | +185.3% |
| 1Y | +255.2% | +25.3% | +229.9% | +223.2% |
| 3Y | +106.8% | +21.7% | +85.1% | +86.0% |
| 5Y | -67.1% | -34.5% | -32.6% | -66.4% |
| 10Y | +16.7% | +478.9% | -462.2% | -32.9% |
| All | -92.6% | +5,225.6% | -5,318.2% | -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