-17.9%
IAU vs A
+55.1%
-73.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.4% |
| 7D | -5.5% | +0.7% | -6.2% | -5.5% |
| 30D | -7.0% | +0.8% | -7.8% | -7.0% |
| 3M | -12.3% | +16.9% | -29.2% | -14.1% |
| 6M | -17.9% | +53.8% | -71.7% | -22.8% |
| All | -17.9% | +55.1% | -73.1% | -22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling