+73.6%
IWD vs RGEN
-42.7%
+116.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -0.2% | -0.9% | +0.7% | -0.1% |
| 30D | -0.8% | +2.8% | -3.6% | -1.3% |
| 3M | +8.0% | +34.5% | -26.4% | +3.3% |
| 6M | +18.2% | +40.5% | -22.3% | +11.8% |
| YTD | +22.3% | +2.8% | +19.5% | +20.8% |
| 1Y | +28.9% | +39.6% | -10.7% | +21.5% |
| 3Y | +71.5% | +4.4% | +67.1% | +63.3% |
| 5Y | +73.6% | -42.8% | +116.4% | +62.5% |
| All | +73.6% | -42.7% | +116.3% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling