-6.3%
CI vs IAU
+20.0%
-26.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.9% |
| 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% | +1.6% |
| YTD | +1.9% | +1.0% | +1.0% | +6.0% |
| 1Y | -6.3% | +19.6% | -25.8% | +11.1% |
| All | -6.3% | +20.0% | -26.2% | +11.1% |
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 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