+105.2%
CTVA vs IAU
+138.0%
-32.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | -4.7% | -3.4% | -1.3% | -4.1% |
| 30D | +11.1% | -1.1% | +12.2% | +11.2% |
| 3M | +13.7% | +5.8% | +7.9% | +12.3% |
| 6M | +11.2% | -16.9% | +28.2% | +15.0% |
| YTD | +26.9% | +0.1% | +26.8% | +25.9% |
| 1Y | +18.8% | +18.4% | +0.4% | +13.2% |
| 3Y | +75.9% | +123.6% | -47.6% | +37.8% |
| 5Y | +105.2% | +138.7% | -33.5% | +54.2% |
| All | +105.2% | +138.0% | -32.8% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling