+23.9%
IP vs RGEN
-3.7%
+27.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.4% |
| 7D | -5.3% | -4.9% | -0.3% | -4.4% |
| 30D | -10.9% | +5.7% | -16.5% | -11.8% |
| 3M | +11.2% | +32.4% | -21.3% | +5.4% |
| 6M | -10.2% | +33.2% | -43.4% | -15.4% |
| YTD | -2.0% | +2.3% | -4.3% | -3.6% |
| 1Y | -19.1% | +39.0% | -58.1% | -24.3% |
| All | +23.9% | -3.7% | +27.7% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling