+111.2%
IAU vs A
+14.4%
+96.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.6% |
| 3M | -8.9% | +18.5% | -27.4% | -10.0% |
| 6M | -15.9% | +59.3% | -75.2% | -18.5% |
| YTD | -7.8% | +31.0% | -38.8% | -9.6% |
| 1Y | -3.8% | +19.3% | -23.1% | -5.2% |
| 3Y | +104.3% | +66.8% | +37.5% | +97.2% |
| 5Y | +111.2% | +15.5% | +95.7% | +106.3% |
| All | +111.2% | +14.4% | +96.8% | +106.3% |
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