+89.2%
IT vs RGEN
+415.2%
-326.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | +1.1% | -3.3% | +4.4% | +1.8% |
| 30D | -1.8% | -5.8% | +4.0% | -0.8% |
| 3M | +4.8% | +0.2% | +4.6% | +3.9% |
| 6M | +33.0% | +56.8% | -23.8% | +18.8% |
| YTD | -23.8% | +2.4% | -26.2% | -25.7% |
| 1Y | -16.5% | +11.4% | -28.0% | -20.0% |
| 3Y | -53.6% | +15.2% | -68.8% | -57.8% |
| 5Y | -42.1% | -35.1% | -7.0% | -43.7% |
| All | +89.2% | +415.2% | -326.0% | +26.0% |
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