+26.5%
IP vs RGEN
+527.2%
-500.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.1% | +0.3% |
| 7D | -5.1% | -1.9% | -3.1% | -4.8% |
| 30D | +8.5% | +3.7% | +4.8% | +7.7% |
| 3M | -13.8% | +8.8% | -22.6% | -15.4% |
| 6M | +5.7% | +38.0% | -32.2% | -0.6% |
| YTD | -9.1% | +5.9% | -15.0% | -11.2% |
| 1Y | -0.8% | +19.7% | -20.5% | -5.0% |
| 3Y | +14.8% | +20.5% | -5.7% | +6.4% |
| 5Y | -11.5% | -35.0% | +23.5% | -13.5% |
| All | +26.5% | +527.2% | -500.7% | -22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling