+100.0%
IT vs RGEN
+415.7%
-315.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.0% | +5.2% |
| 7D | -3.7% | -1.4% | -2.2% | -3.4% |
| 30D | +0.1% | -0.3% | +0.4% | +0.1% |
| 3M | +20.7% | +23.9% | -3.2% | +14.7% |
| 6M | +12.0% | +38.5% | -26.6% | +3.3% |
| YTD | -28.8% | +0.8% | -29.6% | -29.7% |
| 1Y | -25.5% | +38.2% | -63.7% | -31.7% |
| 3Y | -48.8% | +1.3% | -50.1% | -51.8% |
| 5Y | -42.7% | -44.0% | +1.3% | -42.7% |
| All | +100.0% | +415.7% | -315.7% | +40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling