+886.2%
IVZ vs RGEN
+9,813.7%
-8,927.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.3% |
| 7D | -2.4% | -1.9% | -0.5% | -2.2% |
| 30D | -11.2% | +3.7% | -15.0% | -11.5% |
| 3M | -14.0% | +8.8% | -22.8% | -14.8% |
| 6M | +0.5% | +38.0% | -37.5% | -3.0% |
| YTD | +5.4% | +5.9% | -0.4% | +4.2% |
| 1Y | +19.5% | +19.7% | -0.2% | +16.7% |
| 3Y | +128.7% | +20.5% | +108.2% | +120.6% |
| 5Y | +28.8% | -35.0% | +63.7% | +28.7% |
| 10Y | +52.3% | +540.9% | -488.6% | +24.8% |
| All | +886.2% | +9,813.7% | -8,927.5% | +507.1% |
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