+73.1%
IVV vs RGEN
-35.5%
+108.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +2.6% | -3.3% | +5.9% | +3.1% |
| 30D | -2.0% | -5.8% | +3.8% | -1.1% |
| 3M | -2.8% | +0.2% | -2.9% | -3.2% |
| 6M | +2.2% | +56.8% | -54.6% | -6.1% |
| YTD | +11.5% | +2.4% | +9.1% | +9.5% |
| 1Y | +13.5% | +11.4% | +2.1% | +9.8% |
| 3Y | +78.1% | +15.2% | +62.9% | +64.9% |
| All | +73.1% | -35.5% | +108.5% | +60.5% |
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