+719.9%
IWF vs RGEN
+3,162.8%
-2,442.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -0.9% | -1.4% | +0.5% | -0.8% |
| 30D | -1.7% | -0.3% | -1.4% | -1.8% |
| 3M | +0.7% | +23.9% | -23.2% | -2.0% |
| 6M | +8.6% | +38.5% | -30.0% | +4.1% |
| YTD | +3.5% | +0.8% | +2.7% | +2.7% |
| 1Y | +7.0% | +38.2% | -31.2% | +2.3% |
| 3Y | +76.3% | +1.3% | +75.0% | +70.7% |
| 5Y | +74.8% | -44.0% | +118.8% | +75.9% |
| 10Y | +420.5% | +413.1% | +7.3% | +326.2% |
| All | +719.9% | +3,162.8% | -2,442.9% | +421.9% |
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