+171.7%
IWM vs RGEN
+402.3%
-230.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.9% |
| 7D | -1.1% | -4.6% | +3.4% | -0.1% |
| 30D | -3.1% | +1.2% | -4.3% | -3.5% |
| 3M | +2.2% | +26.8% | -24.6% | -4.1% |
| 6M | +15.1% | +29.1% | -14.0% | +6.8% |
| YTD | +18.6% | +0.7% | +17.8% | +16.6% |
| 1Y | +24.0% | +39.1% | -15.1% | +12.3% |
| 3Y | +63.7% | +2.2% | +61.5% | +52.4% |
| 5Y | +38.2% | -44.0% | +82.2% | +40.2% |
| 10Y | +171.7% | +412.7% | -241.0% | +52.6% |
| All | +171.7% | +402.3% | -230.6% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling