+125.4%
IAU vs ACM
-19.8%
+145.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.7% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | +0.3% | -12.9% | +13.3% | +1.1% |
| 3M | +0.7% | -6.4% | +7.1% | +1.0% |
| 6M | -15.5% | -29.2% | +13.7% | -13.6% |
| YTD | +1.0% | -29.9% | +30.9% | +3.4% |
| 1Y | +19.6% | -47.3% | +66.8% | +24.3% |
| 3Y | +125.4% | -19.6% | +145.1% | +128.7% |
| All | +125.4% | -19.8% | +145.3% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 3y: compounded portfolio wealth divided by compounded ACM 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…
3y analysis · Full analysis span regression · 6 months rolling