+44.6%
IVZ vs RGEN
+457.6%
-413.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +0.5% |
| 7D | +2.2% | -2.4% | +4.6% | +2.8% |
| 30D | -2.2% | +0.1% | -2.2% | -2.1% |
| 3M | -8.4% | +6.6% | -15.1% | -10.3% |
| 6M | +6.2% | +40.9% | -34.8% | -3.6% |
| YTD | +12.4% | +6.2% | +6.2% | +8.8% |
| 1Y | +26.0% | +19.4% | +6.6% | +18.6% |
| 3Y | +147.9% | +17.9% | +130.0% | +124.9% |
| 5Y | +38.8% | -34.0% | +72.8% | +35.0% |
| 10Y | +44.6% | +453.9% | -409.3% | -16.6% |
| All | +44.6% | +457.6% | -413.1% | -16.6% |
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