+808.3%
IWM vs RGEN
+3,210.6%
-2,402.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +0.1% | -4.9% | +5.0% | +0.7% |
| 30D | -1.3% | +5.7% | -6.9% | -2.0% |
| 3M | +1.6% | +32.4% | -30.8% | -2.3% |
| 6M | +13.6% | +33.2% | -19.6% | +8.7% |
| YTD | +20.8% | +2.3% | +18.5% | +19.5% |
| 1Y | +26.4% | +39.0% | -12.6% | +20.0% |
| 3Y | +60.7% | -4.6% | +65.3% | +56.5% |
| 5Y | +38.2% | -42.7% | +80.9% | +39.4% |
| 10Y | +169.5% | +433.6% | -264.1% | +110.4% |
| All | +808.3% | +3,210.6% | -2,402.4% | +429.6% |
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 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