+319.9%
IP vs RGEN
+1,584.8%
-1,264.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.5% | +1.5% | -3.7% |
| 7D | -5.0% | -10.7% | +5.7% | -4.4% |
| 30D | +6.5% | -3.6% | +10.2% | +6.7% |
| 3M | -18.0% | +6.2% | -24.3% | -18.4% |
| 6M | +10.3% | +34.1% | -23.8% | +8.4% |
| YTD | -9.9% | +2.8% | -12.7% | -10.3% |
| 1Y | -1.1% | +15.5% | -16.6% | -2.1% |
| 3Y | +13.0% | +12.1% | +1.0% | +11.0% |
| 5Y | -12.3% | -36.9% | +24.6% | -12.4% |
| 10Y | +26.8% | +522.4% | -495.5% | +13.2% |
| All | +319.9% | +1,584.8% | -1,264.9% | +195.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling