+2,551.9%
RGEN vs IAG
+377.5%
+2,174.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.0% |
| 7D | -4.9% | -0.5% | -4.4% | -4.9% |
| 30D | +5.7% | +28.9% | -23.2% | +3.8% |
| 3M | +32.4% | +19.1% | +13.3% | +30.5% |
| 6M | +33.2% | -10.3% | +43.4% | +33.4% |
| YTD | +2.3% | +24.2% | -21.9% | 0.0% |
| 1Y | +39.0% | +116.5% | -77.5% | +30.9% |
| 3Y | -4.6% | +742.8% | -747.4% | -18.7% |
| 5Y | -42.7% | +753.3% | -796.0% | -52.1% |
| 10Y | +433.6% | +403.2% | +30.4% | +342.1% |
| All | +2,551.9% | +377.5% | +2,174.4% | +2,078.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling