+72.9%
IWD vs RGEN
-0.6%
+73.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -0.3% | -4.9% | +4.6% | +0.3% |
| 30D | +0.6% | +5.7% | -5.1% | -0.2% |
| 3M | +7.2% | +32.4% | -25.2% | +3.1% |
| 6M | +16.2% | +33.2% | -17.0% | +11.2% |
| YTD | +23.3% | +2.3% | +21.1% | +22.0% |
| 1Y | +29.6% | +39.0% | -9.4% | +22.8% |
| All | +72.9% | -0.6% | +73.6% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 3y: compounded portfolio wealth divided by compounded RGEN 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…
3y analysis · Full analysis span regression · 6 months rolling