+726.5%
IWD vs RGEN
+3,210.6%
-2,484.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -0.3% | -4.9% | +4.6% | +0.1% |
| 30D | +0.6% | +5.7% | -5.1% | +0.1% |
| 3M | +7.2% | +32.4% | -25.2% | +4.5% |
| 6M | +16.2% | +33.2% | -17.0% | +12.9% |
| YTD | +23.3% | +2.3% | +21.1% | +22.4% |
| 1Y | +29.6% | +39.0% | -9.4% | +25.0% |
| 3Y | +70.5% | -4.6% | +75.1% | +66.8% |
| 5Y | +73.5% | -42.7% | +116.2% | +73.3% |
| 10Y | +198.3% | +433.6% | -235.3% | +148.4% |
| All | +726.5% | +3,210.6% | -2,484.1% | +453.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling