+2,199.9%
BLK vs IAU
+858.9%
+1,341.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.8% |
| 7D | -2.4% | +0.7% | -3.1% | -2.4% |
| 30D | -3.1% | +0.3% | -3.4% | -3.1% |
| 3M | +10.7% | +0.7% | +10.0% | +10.6% |
| 6M | +15.9% | -15.5% | +31.4% | +16.7% |
| YTD | +4.0% | +1.0% | +3.1% | +3.9% |
| 1Y | +1.3% | +19.6% | -18.3% | +0.4% |
| 3Y | +69.6% | +125.4% | -55.9% | +63.9% |
| 5Y | +33.8% | +140.7% | -107.0% | +28.7% |
| 10Y | +276.2% | +218.1% | +58.0% | +262.2% |
| All | +2,199.9% | +858.9% | +1,341.0% | +1,762.4% |
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 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