+210.7%
IAU vs A
+302.9%
-92.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -4.6% | -0.5% | -4.1% | -4.6% |
| 30D | -5.4% | 0.0% | -5.4% | -5.4% |
| 3M | -10.9% | +16.7% | -27.6% | -11.6% |
| 6M | -17.4% | +54.8% | -72.2% | -19.1% |
| YTD | -10.2% | +28.8% | -39.0% | -11.5% |
| 1Y | -7.1% | +19.3% | -26.4% | -8.1% |
| 3Y | +97.7% | +65.5% | +32.2% | +92.8% |
| 5Y | +105.3% | +12.1% | +93.2% | +102.0% |
| All | +210.7% | +302.9% | -92.2% | +209.5% |
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