+749.4%
IWD vs RGEN
+3,309.8%
-2,560.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -0.6% | -3.1% | +2.6% | -0.3% |
| 30D | +3.6% | +0.1% | +3.5% | +3.5% |
| 3M | +2.7% | +4.8% | -2.1% | +2.0% |
| 6M | +13.2% | +48.9% | -35.7% | +8.9% |
| YTD | +26.8% | +5.3% | +21.4% | +25.2% |
| 1Y | +29.3% | +12.5% | +16.8% | +27.0% |
| 3Y | +85.1% | +17.0% | +68.2% | +78.3% |
| 5Y | +74.2% | -35.4% | +109.6% | +72.3% |
| 10Y | +204.6% | +434.6% | -230.0% | +153.2% |
| All | +749.4% | +3,309.8% | -2,560.4% | +466.0% |
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