+895.5%
ITOT vs RGEN
+5,094.3%
-4,198.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -0.9% | -1.4% | +0.5% | -0.7% |
| 30D | -1.5% | -0.3% | -1.1% | -1.5% |
| 3M | +3.6% | +23.9% | -20.3% | +0.3% |
| 6M | +13.7% | +38.5% | -24.8% | +8.2% |
| YTD | +12.9% | +0.8% | +12.1% | +11.8% |
| 1Y | +17.2% | +38.2% | -21.0% | +11.0% |
| 3Y | +75.6% | +1.3% | +74.3% | +68.6% |
| 5Y | +75.5% | -44.0% | +119.5% | +76.2% |
| 10Y | +302.0% | +413.1% | -111.2% | +208.6% |
| All | +895.5% | +5,094.3% | -4,198.9% | +473.4% |
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 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