+141.9%
IAU vs A
-16.2%
+158.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | +0.2% | -4.4% | +4.6% | +0.5% |
| 30D | +0.2% | -2.7% | +2.9% | +0.4% |
| 3M | +3.3% | +7.0% | -3.8% | +2.9% |
| 6M | -14.6% | +24.6% | -39.2% | -15.8% |
| YTD | +1.9% | +7.0% | -5.1% | +1.2% |
| 1Y | +20.9% | +15.6% | +5.3% | +19.5% |
| 3Y | +127.5% | +29.9% | +97.6% | +123.4% |
| 5Y | +141.9% | -15.4% | +157.3% | +134.8% |
| All | +141.9% | -16.2% | +158.2% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling