+19.6%
IAU vs ACGL
+2.4%
+17.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -2.2% |
| 7D | +0.7% | -2.9% | +3.7% | +0.2% |
| 30D | +0.3% | -2.8% | +3.1% | -0.1% |
| 3M | +0.7% | +6.8% | -6.1% | +1.8% |
| 6M | -15.5% | -1.5% | -14.0% | -15.3% |
| YTD | +1.0% | -0.2% | +1.2% | +0.7% |
| 1Y | +19.6% | +5.3% | +14.3% | +20.1% |
| All | +19.6% | +2.4% | +17.2% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling