-1.8%
IWF vs RGEN
+8.1%
-10.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | +2.8% | -3.3% | +6.1% | +3.3% |
| 30D | -7.5% | -5.8% | -1.7% | -6.8% |
| 3M | -8.5% | +0.2% | -8.7% | -8.6% |
| 6M | -7.4% | +56.8% | -64.2% | -13.8% |
| YTD | -2.6% | +2.4% | -5.0% | -2.8% |
| 1Y | -1.8% | +11.4% | -13.3% | -3.7% |
| All | -1.8% | +8.1% | -10.0% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling