+752.5%
IAU vs RGEN
+7,645.1%
-6,892.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.8% | -2.7% |
| 7D | -5.5% | -1.2% | -4.3% | -5.4% |
| 30D | -7.0% | -5.1% | -1.9% | -6.9% |
| 3M | -12.3% | +0.5% | -12.8% | -12.3% |
| 6M | -17.9% | +46.6% | -64.5% | -18.4% |
| YTD | -10.3% | +1.6% | -11.9% | -10.5% |
| 1Y | -7.9% | +5.4% | -13.3% | -8.1% |
| 3Y | +98.7% | +12.8% | +85.8% | +97.7% |
| 5Y | +105.0% | -35.6% | +140.6% | +104.4% |
| 10Y | +207.7% | +415.7% | -208.1% | +207.0% |
| All | +752.5% | +7,645.1% | -6,892.6% | +744.0% |
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