+105.0%
IAU vs RGEN
-37.9%
+142.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.8% | -2.6% |
| 7D | -5.5% | -1.2% | -4.3% | -5.4% |
| 30D | -7.0% | -5.1% | -1.9% | -6.8% |
| 3M | -12.3% | +0.5% | -12.8% | -12.4% |
| 6M | -17.9% | +46.6% | -64.5% | -19.5% |
| YTD | -10.3% | +1.6% | -11.9% | -10.8% |
| 1Y | -7.9% | +5.4% | -13.3% | -8.5% |
| 3Y | +98.7% | +12.8% | +85.8% | +95.4% |
| 5Y | +105.0% | -35.6% | +140.6% | +105.5% |
| All | +105.0% | -37.9% | +142.9% | +105.5% |
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