+123.1%
IAU vs ACM
+3.6%
+119.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.2% | -3.4% | +1.5% |
| 7D | +4.9% | +6.9% | -2.0% | +4.4% |
| 30D | -1.4% | +19.1% | -20.4% | -2.6% |
| 3M | -4.8% | -6.9% | +2.2% | -4.5% |
| 6M | -12.5% | -12.0% | -0.4% | -11.9% |
| YTD | -4.2% | -25.1% | +21.0% | -2.5% |
| 1Y | +3.1% | -45.4% | +48.5% | +7.1% |
| 3Y | +110.0% | -6.9% | +116.9% | +108.9% |
| 5Y | +123.1% | +3.7% | +119.3% | +118.7% |
| All | +123.1% | +3.6% | +119.5% | +118.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling