+671.1%
IWF vs RGEN
+3,214.4%
-2,543.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | +2.8% | -3.3% | +6.1% | +3.2% |
| 30D | -7.5% | -5.8% | -1.7% | -7.0% |
| 3M | -8.5% | +0.2% | -8.7% | -8.7% |
| 6M | -7.4% | +56.8% | -64.2% | -12.4% |
| YTD | -2.6% | +2.4% | -5.0% | -3.8% |
| 1Y | -1.8% | +11.4% | -13.3% | -3.9% |
| 3Y | +65.5% | +15.2% | +50.3% | +58.3% |
| 5Y | +55.8% | -35.1% | +90.9% | +54.6% |
| 10Y | +384.9% | +419.6% | -34.8% | +296.1% |
| All | +671.1% | +3,214.4% | -2,543.3% | +389.1% |
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