+153.0%
HYG vs IAU
+513.5%
-360.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -0.2% | +0.2% | -0.3% | -0.2% |
| 30D | -0.1% | +0.2% | -0.3% | -0.1% |
| 3M | +0.7% | +3.3% | -2.6% | +0.6% |
| 6M | +1.5% | -14.6% | +16.1% | +1.9% |
| YTD | +1.9% | +1.9% | +0.1% | +1.8% |
| 1Y | +3.7% | +20.9% | -17.2% | +3.1% |
| 3Y | +26.5% | +127.5% | -101.0% | +23.4% |
| 5Y | +19.0% | +141.9% | -123.0% | +15.8% |
| 10Y | +56.5% | +222.8% | -166.3% | +52.7% |
| All | +153.0% | +513.5% | -360.6% | +152.8% |
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