+103.1%
IAU vs A
+67.3%
+35.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -2.0% | -0.1% | -1.8% | -2.0% |
| 30D | -4.4% | +3.3% | -7.7% | -4.7% |
| 3M | -8.9% | +18.5% | -27.4% | -10.1% |
| 6M | -15.9% | +59.3% | -75.2% | -18.7% |
| YTD | -7.8% | +31.0% | -38.8% | -9.9% |
| 1Y | -3.8% | +19.3% | -23.1% | -5.4% |
| All | +103.1% | +67.3% | +35.8% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling