+73.6%
IWF vs RGEN
-44.3%
+117.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | +0.5% | -4.6% | +5.1% | +1.5% |
| 30D | -1.4% | +1.2% | -2.5% | -1.7% |
| 3M | +0.4% | +26.8% | -26.4% | -4.9% |
| 6M | +8.5% | +29.1% | -20.6% | +1.7% |
| YTD | +3.7% | +0.7% | +3.0% | +2.2% |
| 1Y | +8.5% | +39.1% | -30.6% | -0.8% |
| 3Y | +78.5% | +2.2% | +76.3% | +67.0% |
| 5Y | +73.6% | -44.0% | +117.6% | +67.6% |
| All | +73.6% | -44.3% | +117.9% | +67.6% |
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