-35.4%
RGEN vs IBN
+74.4%
-109.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -3.1% | +11.1% | -14.3% | -8.3% |
| 30D | +0.1% | +23.9% | -23.8% | -10.7% |
| 3M | +4.8% | +16.3% | -11.5% | -3.6% |
| 6M | +48.9% | +34.2% | +14.7% | +26.7% |
| YTD | +5.3% | +17.6% | -12.2% | -4.2% |
| 1Y | +12.5% | +13.8% | -1.3% | +4.0% |
| 3Y | +17.0% | +57.0% | -40.0% | -14.7% |
| 5Y | -35.4% | +75.3% | -110.7% | -58.5% |
| All | -35.4% | +74.4% | -109.8% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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