+450.8%
IAU vs ACM
+250.2%
+200.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -5.5% | +5.1% | -10.5% | -5.6% |
| 30D | -7.0% | +18.7% | -25.6% | -7.4% |
| 3M | -12.3% | +15.5% | -27.7% | -12.7% |
| 6M | -17.9% | +1.2% | -19.2% | -18.1% |
| YTD | -10.3% | -25.2% | +14.9% | -9.7% |
| 1Y | -7.9% | -46.3% | +38.4% | -6.5% |
| 3Y | +98.7% | -9.6% | +108.2% | +98.7% |
| 5Y | +105.0% | +4.4% | +100.6% | +104.1% |
| 10Y | +207.7% | +129.3% | +78.3% | +198.6% |
| All | +450.8% | +250.2% | +200.6% | +407.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling