+857.0%
IAU vs CGNX
+1,195.3%
-338.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | +0.5% |
| 7D | -2.0% | +3.2% | -5.2% | -2.1% |
| 30D | -1.5% | +6.0% | -7.5% | -1.6% |
| 3M | +3.3% | +3.5% | -0.3% | +3.2% |
| 6M | -16.2% | +26.3% | -42.5% | -16.5% |
| YTD | +0.7% | +79.2% | -78.6% | 0.0% |
| 1Y | +19.2% | +43.8% | -24.6% | +18.7% |
| 3Y | +124.4% | +52.0% | +72.5% | +123.0% |
| 5Y | +140.0% | -24.0% | +164.1% | +139.0% |
| 10Y | +218.9% | +189.1% | +29.8% | +216.1% |
| All | +857.0% | +1,195.3% | -338.3% | +820.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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