+140.4%
CI vs IAU
+216.4%
-76.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.8% |
| 7D | -2.0% | +0.7% | -2.8% | -2.0% |
| 30D | -1.8% | +0.3% | -2.1% | -1.8% |
| 3M | -4.2% | +0.7% | -4.9% | -4.2% |
| 6M | +2.7% | -15.5% | +18.2% | +2.6% |
| YTD | +1.9% | +1.0% | +1.0% | +2.1% |
| 1Y | -6.3% | +19.6% | -25.8% | -6.0% |
| 3Y | +3.9% | +125.4% | -121.6% | +3.2% |
| 5Y | +41.9% | +140.7% | -98.9% | +40.3% |
| 10Y | +140.4% | +218.1% | -77.7% | +140.1% |
| All | +140.4% | +216.4% | -76.0% | +140.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling