+41.8%
IAU vs ADVB
-97.4%
+139.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +1.8% |
| 7D | +4.9% | -1.2% | +6.1% | +4.9% |
| 30D | -1.4% | -61.4% | +60.0% | -1.5% |
| 3M | -4.8% | -67.8% | +63.0% | -5.0% |
| 6M | -12.5% | -66.9% | +54.4% | -13.0% |
| YTD | -4.2% | -64.9% | +60.7% | -4.9% |
| 1Y | +3.1% | -74.8% | +77.9% | +2.1% |
| All | +41.8% | -97.4% | +139.2% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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