+219.7%
IAU vs A
+256.4%
-36.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | +0.4% |
| 7D | -2.0% | -2.6% | +0.6% | -1.9% |
| 30D | -1.5% | -0.9% | -0.6% | -1.5% |
| 3M | +3.3% | +13.6% | -10.4% | +2.7% |
| 6M | -16.2% | +27.8% | -44.1% | -17.2% |
| YTD | +0.7% | +8.6% | -8.0% | +0.1% |
| 1Y | +19.2% | +16.9% | +2.4% | +18.1% |
| 3Y | +124.4% | +32.9% | +91.5% | +121.1% |
| 5Y | +140.0% | -14.1% | +154.1% | +138.8% |
| All | +219.7% | +256.4% | -36.7% | +216.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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