+1,550.5%
RGEN vs IFF
+833.5%
+717.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.5% | -1.6% |
| 7D | -4.6% | -3.0% | -1.5% | -3.6% |
| 30D | +1.2% | -0.9% | +2.1% | +1.4% |
| 3M | +26.8% | +11.8% | +15.0% | +22.1% |
| 6M | +29.1% | +16.5% | +12.5% | +21.7% |
| YTD | +0.7% | +26.5% | -25.8% | -7.9% |
| 1Y | +39.1% | +32.7% | +6.4% | +25.0% |
| 3Y | +2.2% | +32.0% | -29.8% | -7.5% |
| 5Y | -44.0% | -36.1% | -7.9% | -38.1% |
| 10Y | +412.7% | -20.1% | +432.8% | +408.5% |
| All | +1,550.5% | +833.5% | +717.0% | +628.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling