+39.1%
IWM vs RGEN
-42.4%
+81.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +0.1% | -4.9% | +5.0% | +1.2% |
| 30D | -1.3% | +5.7% | -6.9% | -2.6% |
| 3M | +1.6% | +32.4% | -30.8% | -5.6% |
| 6M | +13.6% | +33.2% | -19.6% | +4.6% |
| YTD | +20.8% | +2.3% | +18.5% | +18.4% |
| 1Y | +26.4% | +39.0% | -12.6% | +14.5% |
| 3Y | +60.7% | -4.6% | +65.3% | +52.6% |
| All | +39.1% | -42.4% | +81.6% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling