+224.3%
CTVA vs IAU
+233.7%
-9.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.0% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | +12.0% | +0.3% | +11.7% | +11.9% |
| 3M | +13.5% | +0.7% | +12.8% | +13.3% |
| 6M | +12.1% | -15.5% | +27.6% | +14.0% |
| YTD | +29.0% | +1.0% | +28.0% | +28.7% |
| 1Y | +18.9% | +19.6% | -0.7% | +16.5% |
| 3Y | +78.9% | +125.4% | -46.6% | +63.5% |
| 5Y | +105.2% | +140.7% | -35.5% | +86.4% |
| All | +224.3% | +233.7% | -9.4% | +243.5% |
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