+32.8%
IAU vs ADVB
-96.8%
+129.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -23.6% | +23.7% | 0.0% |
| 7D | -4.6% | +27.8% | -32.4% | -4.5% |
| 30D | -5.4% | -50.8% | +45.3% | -5.4% |
| 3M | -10.9% | -70.5% | +59.6% | -11.0% |
| 6M | -17.4% | -46.7% | +29.4% | -17.8% |
| YTD | -10.2% | -56.7% | +46.5% | -10.8% |
| 1Y | -7.1% | -71.8% | +64.7% | -8.0% |
| All | +32.8% | -96.8% | +129.7% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling