-12.3%
IP vs RGEN
-36.7%
+24.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.5% | +1.5% | -3.0% |
| 7D | -5.0% | -10.7% | +5.7% | -3.1% |
| 30D | +6.5% | -3.6% | +10.2% | +7.1% |
| 3M | -18.0% | +6.2% | -24.3% | -19.3% |
| 6M | +10.3% | +34.1% | -23.8% | +3.8% |
| YTD | -9.9% | +2.8% | -12.7% | -11.7% |
| 1Y | -1.1% | +15.5% | -16.6% | -5.0% |
| 3Y | +13.0% | +12.1% | +1.0% | +5.3% |
| 5Y | -12.3% | -36.9% | +24.6% | -22.4% |
| All | -12.3% | -36.7% | +24.4% | -22.4% |
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