+141.9%
IAU vs ACI
-43.7%
+185.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.0% |
| 7D | +0.2% | -5.0% | +5.2% | +0.4% |
| 30D | +0.2% | -2.3% | +2.5% | +0.3% |
| 3M | +3.3% | -23.2% | +26.5% | +4.2% |
| 6M | -14.6% | -29.5% | +14.9% | -13.6% |
| YTD | +1.9% | -28.6% | +30.5% | +3.0% |
| 1Y | +20.9% | -34.0% | +54.9% | +22.6% |
| 3Y | +127.5% | -45.0% | +172.5% | +131.9% |
| 5Y | +141.9% | -44.0% | +185.9% | +144.2% |
| All | +141.9% | -43.7% | +185.6% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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