+121.7%
IAU vs ABCL
-79.5%
+201.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.2% | -3.4% | +1.6% |
| 7D | +4.9% | +12.4% | -7.5% | +4.4% |
| 30D | -1.4% | -0.4% | -1.0% | -1.5% |
| 3M | -4.8% | +80.4% | -85.1% | -7.2% |
| 6M | -12.5% | +138.5% | -151.0% | -15.8% |
| YTD | -4.2% | +265.5% | -269.7% | -9.2% |
| 1Y | +3.1% | +219.7% | -216.6% | -2.0% |
| 3Y | +110.0% | +209.4% | -99.4% | +98.2% |
| 5Y | +123.1% | -15.0% | +138.1% | +114.6% |
| All | +121.7% | -79.5% | +201.2% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling