+707.0%
DIA vs IAU
+810.1%
-103.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.3% | +2.1% |
| 7D | +0.8% | +4.9% | -4.1% | +0.5% |
| 30D | +1.4% | -1.4% | +2.8% | +1.5% |
| 3M | -2.7% | -4.8% | +2.1% | -2.5% |
| 6M | +6.2% | -12.5% | +18.7% | +6.7% |
| YTD | +10.1% | -4.2% | +14.3% | +10.3% |
| 1Y | +13.0% | +3.1% | +9.9% | +12.9% |
| 3Y | +61.9% | +110.0% | -48.1% | +57.5% |
| 5Y | +57.1% | +123.1% | -66.0% | +52.3% |
| 10Y | +240.9% | +216.7% | +24.2% | +229.2% |
| All | +707.0% | +810.1% | -103.1% | +639.1% |
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