+17.6%
IP vs RGEN
+415.2%
-397.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.3% |
| 7D | -0.3% | -3.3% | +3.0% | +0.3% |
| 30D | +7.9% | -5.8% | +13.8% | +9.0% |
| 3M | -15.3% | +0.2% | -15.5% | -15.6% |
| 6M | +10.5% | +56.8% | -46.3% | +1.8% |
| YTD | -9.4% | +2.4% | -11.8% | -10.9% |
| 1Y | -4.6% | +11.4% | -16.1% | -7.5% |
| 3Y | +21.2% | +15.2% | +6.1% | +13.3% |
| 5Y | -13.3% | -35.1% | +21.8% | -15.1% |
| All | +17.6% | +415.2% | -397.6% | -24.6% |
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 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