-43.0%
RGEN vs IFF
-35.8%
-7.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | -1.4% | -3.2% | +1.7% | +0.2% |
| 30D | -0.3% | -0.3% | 0.0% | -0.2% |
| 3M | +23.9% | +8.4% | +15.4% | +18.5% |
| 6M | +38.5% | +23.0% | +15.5% | +22.2% |
| YTD | +0.8% | +25.5% | -24.7% | -13.0% |
| 1Y | +38.2% | +29.1% | +9.2% | +17.1% |
| 3Y | +1.3% | +31.7% | -30.4% | -15.5% |
| All | -43.0% | -35.8% | -7.2% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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