+216.4%
IAU vs ACWI
+227.3%
-10.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | -2.0% | -0.7% | -1.3% | -1.9% |
| 30D | -4.4% | -2.0% | -2.4% | -4.1% |
| 3M | -8.9% | -2.2% | -6.7% | -8.5% |
| 6M | -15.9% | +1.9% | -17.8% | -16.1% |
| YTD | -7.8% | +12.0% | -19.8% | -9.2% |
| 1Y | -3.8% | +12.5% | -16.3% | -5.3% |
| 3Y | +104.3% | +75.4% | +28.9% | +90.7% |
| 5Y | +111.2% | +61.5% | +49.7% | +97.0% |
| 10Y | +216.4% | +227.1% | -10.7% | +174.5% |
| All | +216.4% | +227.3% | -10.9% | +174.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling