-12.4%
IP vs RGEN
-35.1%
+22.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.5% |
| 6M | +5.7% | +38.0% | -32.2% | -1.0% |
| YTD | -9.1% | +5.9% | -15.0% | -11.4% |
| 1Y | -0.8% | +19.7% | -20.5% | -5.4% |
| 3Y | +14.8% | +20.5% | -5.7% | +5.7% |
| All | -12.4% | -35.1% | +22.8% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling