+235.9%
DIA vs IAU
+208.6%
+27.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | 0.0% |
| 7D | +0.9% | +2.8% | -1.9% | +0.6% |
| 30D | +1.1% | -4.0% | +5.1% | +1.5% |
| 3M | -2.9% | -8.2% | +5.3% | -2.1% |
| 6M | +5.9% | -14.8% | +20.7% | +7.3% |
| YTD | +9.8% | -6.7% | +16.5% | +10.3% |
| 1Y | +11.7% | -2.2% | +14.0% | +11.8% |
| 3Y | +59.5% | +106.7% | -47.2% | +49.0% |
| 5Y | +57.5% | +114.8% | -57.3% | +45.5% |
| 10Y | +235.9% | +213.0% | +22.9% | +223.9% |
| All | +235.9% | +208.6% | +27.3% | +223.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling