+682.7%
IWF vs RGEN
+3,309.8%
-2,627.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.4% |
| 7D | -1.1% | -3.1% | +2.0% | -0.7% |
| 30D | -8.3% | +0.1% | -8.3% | -8.3% |
| 3M | -5.6% | +4.8% | -10.3% | -6.3% |
| 6M | -5.4% | +48.9% | -54.3% | -10.0% |
| YTD | -1.2% | +5.3% | -6.5% | -2.6% |
| 1Y | -2.6% | +12.5% | -15.1% | -4.8% |
| 3Y | +67.8% | +17.0% | +50.8% | +60.2% |
| 5Y | +60.1% | -35.4% | +95.4% | +58.9% |
| 10Y | +392.2% | +434.6% | -42.4% | +300.9% |
| All | +682.7% | +3,309.8% | -2,627.1% | +395.0% |
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