+0.1%
CARR vs IAU
+122.5%
-122.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.5% | -2.0% |
| 7D | -4.1% | -3.4% | -0.8% | -3.6% |
| 30D | -11.0% | -1.1% | -9.9% | -10.8% |
| 3M | -16.4% | +5.8% | -22.2% | -17.2% |
| 6M | -2.4% | -16.9% | +14.6% | -0.6% |
| YTD | +8.4% | +0.1% | +8.3% | +9.6% |
| 1Y | -8.0% | +18.4% | -26.4% | -8.3% |
| All | +0.1% | +122.5% | -122.4% | -4.6% |
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