+69.6%
IWM vs RGEN
+15.2%
+54.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +1.4% | -3.3% | +4.7% | +2.2% |
| 30D | +2.3% | -5.8% | +8.1% | +3.5% |
| 3M | -8.3% | +0.2% | -8.5% | -8.9% |
| 6M | -1.3% | +56.8% | -58.1% | -12.4% |
| YTD | +13.5% | +2.4% | +11.1% | +11.0% |
| 1Y | +18.4% | +11.4% | +7.0% | +13.3% |
| 3Y | +69.6% | +15.2% | +54.5% | +50.9% |
| All | +69.6% | +15.2% | +54.4% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling