-9.4%
ABT vs IAU
+141.6%
-151.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -4.7% | +0.2% | -4.9% | -4.8% |
| 30D | -3.1% | +0.2% | -3.3% | -3.1% |
| 3M | +16.1% | +3.3% | +12.9% | +15.9% |
| 6M | -5.3% | -14.6% | +9.2% | -4.1% |
| YTD | -14.4% | +1.9% | -16.3% | -15.5% |
| 1Y | -18.4% | +20.9% | -39.3% | -21.4% |
| 3Y | +11.2% | +127.5% | -116.3% | -3.4% |
| 5Y | -9.4% | +141.9% | -151.3% | -25.7% |
| All | -9.4% | +141.6% | -151.0% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling