+32.7%
IAU vs ADVB
-95.9%
+128.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +42.7% | -45.5% | -2.6% |
| 7D | -5.5% | +74.2% | -79.7% | -5.3% |
| 30D | -7.0% | -35.9% | +28.9% | -6.9% |
| 3M | -12.3% | -56.4% | +44.2% | -12.3% |
| 6M | -17.9% | -36.7% | +18.8% | -18.3% |
| YTD | -10.3% | -43.3% | +33.0% | -10.9% |
| 1Y | -7.9% | -63.4% | +55.5% | -8.8% |
| All | +32.7% | -95.9% | +128.5% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling