-9.7%
IP vs RGEN
-34.8%
+25.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.3% |
| 7D | -3.0% | +3.5% | -6.5% | -3.6% |
| 30D | +10.6% | +2.9% | +7.7% | +10.0% |
| 3M | -13.6% | +9.2% | -22.8% | -15.3% |
| 6M | +10.4% | +44.9% | -34.5% | +2.5% |
| YTD | -6.5% | +9.2% | -15.7% | -9.3% |
| 1Y | -2.1% | +25.3% | -27.4% | -7.3% |
| 3Y | +22.0% | +21.7% | +0.3% | +12.1% |
| 5Y | -9.7% | -34.5% | +24.8% | -21.6% |
| All | -9.7% | -34.8% | +25.1% | -21.6% |
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 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