+222.8%
IAU vs ALB
+80.1%
+142.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.0% |
| 7D | +0.2% | -8.6% | +8.8% | +0.5% |
| 30D | +0.2% | -4.0% | +4.3% | +0.3% |
| 3M | +3.3% | -17.4% | +20.7% | +3.8% |
| 6M | -14.6% | -25.4% | +10.8% | -13.9% |
| YTD | +1.9% | -10.5% | +12.4% | +2.3% |
| 1Y | +20.9% | +75.8% | -55.0% | +20.1% |
| 3Y | +127.5% | -28.5% | +156.0% | +127.3% |
| 5Y | +141.9% | -45.1% | +187.0% | +142.7% |
| 10Y | +222.8% | +87.3% | +135.4% | +211.1% |
| All | +222.8% | +80.1% | +142.7% | +211.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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