+18.4%
IAU vs A
+14.6%
+3.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | -3.4% | -4.6% | +1.2% | -2.9% |
| 30D | -1.1% | -4.3% | +3.2% | -0.7% |
| 3M | +5.8% | +8.9% | -3.1% | +5.5% |
| 6M | -16.9% | +24.5% | -41.5% | -17.9% |
| YTD | +0.1% | +5.8% | -5.7% | -1.1% |
| 1Y | +18.4% | +16.2% | +2.2% | +17.0% |
| All | +18.4% | +14.6% | +3.8% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling