+21.3%
RGEN vs IAG
+56.5%
-35.3%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.2% | -10.3% | -1.8% |
| 7D | -3.5% | +1.1% | -4.6% | -3.8% |
| 30D | -6.0% | -5.3% | -0.7% | -5.3% |
| 3M | +19.0% | +18.0% | +0.9% | +15.5% |
| 6M | +50.7% | +7.1% | +43.6% | +47.4% |
| YTD | +8.8% | +5.9% | +2.8% | +4.9% |
| 1Y | +21.3% | +59.4% | -38.1% | +4.5% |
| All | +21.3% | +56.5% | -35.3% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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