+1,104.4%
IVZ vs RGEN
+9,477.1%
-8,372.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +0.6% | -4.9% | +5.6% | +1.1% |
| 30D | +4.0% | +5.7% | -1.7% | +3.4% |
| 3M | +18.2% | +32.4% | -14.3% | +14.8% |
| 6M | +32.8% | +33.2% | -0.4% | +28.7% |
| YTD | +28.7% | +2.3% | +26.5% | +27.8% |
| 1Y | +55.4% | +39.0% | +16.4% | +49.7% |
| 3Y | +135.2% | -4.6% | +139.8% | +131.4% |
| 5Y | +64.2% | -42.7% | +106.9% | +66.1% |
| 10Y | +64.6% | +433.6% | -369.0% | +36.9% |
| All | +1,104.4% | +9,477.1% | -8,372.8% | +645.0% |
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 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