+141.9%
IAU vs RGEN
-44.3%
+186.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.0% |
| 7D | +0.2% | -4.6% | +4.7% | +0.4% |
| 30D | +0.2% | +1.2% | -0.9% | +0.2% |
| 3M | +3.3% | +26.8% | -23.6% | +2.2% |
| 6M | -14.6% | +29.1% | -43.6% | -15.7% |
| YTD | +1.9% | +0.7% | +1.1% | +1.5% |
| 1Y | +20.9% | +39.1% | -18.2% | +19.2% |
| 3Y | +127.5% | +2.2% | +125.2% | +124.8% |
| 5Y | +141.9% | -44.0% | +185.9% | +141.5% |
| All | +141.9% | -44.3% | +186.2% | +141.5% |
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