-7.1%
IAU vs RGEN
+8.1%
-15.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | 0.0% |
| 7D | -4.6% | -3.3% | -1.3% | -4.2% |
| 30D | -5.4% | -5.8% | +0.4% | -4.7% |
| 3M | -10.9% | +0.2% | -11.1% | -11.3% |
| 6M | -17.4% | +56.8% | -74.1% | -22.7% |
| YTD | -10.2% | +2.4% | -12.6% | -7.8% |
| 1Y | -7.1% | +11.4% | -18.5% | -4.7% |
| All | -7.1% | +8.1% | -15.2% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling