+26.2%
IVZ vs RGEN
+23.9%
+2.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.6% | +6.0% |
| 7D | +4.1% | +3.5% | +0.6% | +3.4% |
| 30D | -2.0% | +2.9% | -4.9% | -2.5% |
| 3M | -7.8% | +9.2% | -17.0% | -10.3% |
| 6M | +6.3% | +44.9% | -38.6% | -5.2% |
| YTD | +12.6% | +9.2% | +3.3% | +13.1% |
| All | +26.2% | +23.9% | +2.3% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling