+644.1%
ADSK vs IAU
+856.1%
-212.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | -2.5% | -2.0% | -0.5% | -2.4% |
| 30D | -14.9% | -1.5% | -13.3% | -14.8% |
| 3M | +3.3% | +3.3% | +0.1% | +3.2% |
| 6M | -15.7% | -16.2% | +0.6% | -14.9% |
| YTD | -28.2% | +0.7% | -28.9% | -28.4% |
| 1Y | -34.5% | +19.2% | -53.8% | -35.4% |
| 3Y | -2.9% | +124.4% | -127.3% | -7.6% |
| 5Y | -25.3% | +140.0% | -165.4% | -29.3% |
| 10Y | +217.8% | +218.9% | -1.2% | +200.7% |
| All | +644.1% | +856.1% | -212.0% | +593.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling