+19.5%
IVZ vs RGEN
+19.4%
+0.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.7% |
| 7D | -2.4% | -1.9% | -0.5% | -1.9% |
| 30D | -11.2% | +3.7% | -15.0% | -11.7% |
| 3M | -14.0% | +8.8% | -22.8% | -16.3% |
| 6M | +0.5% | +38.0% | -37.5% | -9.1% |
| YTD | +5.4% | +5.9% | -0.4% | +6.6% |
| 1Y | +19.5% | +19.7% | -0.2% | +14.3% |
| All | +19.5% | +19.4% | +0.1% | +14.3% |
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