+1,106.7%
CI vs IAU
+875.8%
+230.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | +4.4% | +4.4% | 0.0% | +4.4% |
| 3M | +0.7% | -1.1% | +1.7% | +0.7% |
| 6M | +0.3% | -13.7% | +14.1% | +0.4% |
| YTD | +3.8% | +2.7% | +1.1% | +3.8% |
| 1Y | -5.5% | +24.6% | -30.1% | -5.7% |
| 3Y | +8.1% | +126.8% | -118.7% | +6.9% |
| 5Y | +42.8% | +139.5% | -96.7% | +41.0% |
| 10Y | +143.9% | +226.3% | -82.4% | +140.2% |
| All | +1,106.7% | +875.8% | +230.9% | +1,036.1% |
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 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