-44.0%
RGEN vs IAG
+804.8%
-848.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.4% |
| 7D | -4.6% | +1.7% | -6.2% | -4.8% |
| 30D | +1.2% | +11.4% | -10.3% | -0.5% |
| 3M | +26.8% | +33.0% | -6.2% | +21.0% |
| 6M | +29.1% | -6.0% | +35.1% | +28.7% |
| YTD | +0.7% | +24.6% | -23.8% | -4.2% |
| 1Y | +39.1% | +105.0% | -65.9% | +22.7% |
| 3Y | +2.2% | +837.9% | -835.7% | -30.2% |
| 5Y | -44.0% | +817.0% | -861.0% | -62.5% |
| All | -44.0% | +804.8% | -848.8% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling