+75.7%
CTVA vs IAU
+126.4%
-50.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | -5.8% | +0.2% | -6.0% | -5.8% |
| 30D | +11.1% | +0.2% | +10.8% | +10.9% |
| 3M | +13.2% | +3.3% | +10.0% | +12.4% |
| 6M | +8.7% | -14.6% | +23.3% | +11.5% |
| YTD | +27.3% | +1.9% | +25.4% | +26.1% |
| 1Y | +18.0% | +20.9% | -2.9% | +12.6% |
| All | +75.7% | +126.4% | -50.7% | +27.8% |
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