+67.7%
ASML vs IAU
+124.6%
-57.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.8% | -10.2% | -9.7% |
| 7D | -19.0% | +1.9% | -20.9% | -19.7% |
| 30D | -25.9% | -1.7% | -24.2% | -25.4% |
| 3M | -19.1% | -3.6% | -15.5% | -18.1% |
| 6M | -5.7% | -10.1% | +4.4% | -1.9% |
| YTD | +27.6% | -5.1% | +32.7% | +29.2% |
| 1Y | +30.8% | +2.6% | +28.2% | +28.5% |
| 3Y | +116.2% | +104.1% | +12.1% | +51.2% |
| 5Y | +67.7% | +122.8% | -55.1% | -1.4% |
| All | +67.7% | +124.6% | -57.0% | -1.4% |
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