+728.9%
IWD vs RGEN
+3,327.0%
-2,598.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.3% | -0.6% |
| 7D | -0.5% | -1.9% | +1.5% | -0.3% |
| 30D | +2.7% | +3.7% | -1.1% | +2.3% |
| 3M | +0.9% | +8.8% | -7.9% | -0.1% |
| 6M | +10.5% | +38.0% | -27.4% | +7.0% |
| YTD | +23.7% | +5.9% | +17.8% | +22.2% |
| 1Y | +28.7% | +19.7% | +9.1% | +25.8% |
| 3Y | +79.7% | +20.5% | +59.2% | +72.7% |
| 5Y | +69.7% | -35.0% | +104.7% | +67.8% |
| 10Y | +211.4% | +540.9% | -329.5% | +155.8% |
| All | +728.9% | +3,327.0% | -2,598.0% | +452.1% |
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