+20.1%
CI vs IAU
-1.6%
+21.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.2% | +2.6% |
| 7D | +2.6% | +2.8% | -0.2% | +2.5% |
| 30D | +7.3% | -4.0% | +11.3% | +7.3% |
| 3M | +9.5% | -8.2% | +17.7% | +9.5% |
| 6M | +6.4% | -14.8% | +21.2% | +6.9% |
| YTD | +12.0% | -6.7% | +18.7% | +9.7% |
| 1Y | +20.1% | -2.2% | +22.3% | +17.9% |
| All | +20.1% | -1.6% | +21.7% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling