+741.9%
IWM vs RGEN
+3,327.0%
-2,585.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.6% |
| 7D | -2.0% | -1.9% | -0.1% | -1.8% |
| 30D | -1.5% | +3.7% | -5.2% | -2.0% |
| 3M | -8.0% | +8.8% | -16.8% | -9.2% |
| 6M | -4.1% | +38.0% | -42.1% | -8.6% |
| YTD | +11.9% | +5.9% | +6.1% | +10.0% |
| 1Y | +15.0% | +19.7% | -4.6% | +11.3% |
| 3Y | +64.2% | +20.5% | +43.7% | +55.7% |
| 5Y | +20.4% | -35.0% | +55.4% | +19.7% |
| 10Y | +168.0% | +540.9% | -372.9% | +105.1% |
| All | +741.9% | +3,327.0% | -2,585.1% | +387.7% |
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