+11.5%
ABT vs IAU
+125.1%
-113.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.5% |
| 7D | -3.1% | +0.7% | -3.9% | -3.2% |
| 30D | -2.1% | +0.3% | -2.5% | -2.1% |
| 3M | +17.4% | +0.7% | +16.7% | +17.5% |
| 6M | -2.4% | -15.5% | +13.1% | -1.5% |
| YTD | -14.2% | +1.0% | -15.2% | -15.2% |
| 1Y | -18.3% | +19.6% | -37.9% | -21.0% |
| 3Y | +11.5% | +125.4% | -113.9% | -3.5% |
| All | +11.5% | +125.1% | -113.6% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 3y: compounded portfolio wealth divided by compounded IAU 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…
3y analysis · Full analysis span regression · 6 months rolling