+55.2%
HYG vs IAU
+220.2%
-165.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | -0.7% | -2.0% | +1.3% | -0.5% |
| 30D | -0.7% | -1.5% | +0.8% | -0.6% |
| 3M | -0.2% | +3.3% | -3.5% | -0.6% |
| 6M | +1.4% | -16.2% | +17.7% | +2.9% |
| YTD | +1.5% | +0.7% | +0.8% | +0.9% |
| 1Y | +2.9% | +19.2% | -16.3% | +0.3% |
| 3Y | +25.6% | +124.4% | -98.8% | +12.7% |
| 5Y | +18.6% | +140.0% | -121.5% | +5.0% |
| All | +55.2% | +220.2% | -165.0% | +35.3% |
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