+213.0%
IAU vs ALB
+34.3%
+178.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.6% | -2.5% |
| 7D | +2.8% | +5.3% | -2.4% | +2.6% |
| 30D | -4.0% | -6.3% | +2.3% | -3.8% |
| 3M | -8.2% | -27.4% | +19.2% | -7.2% |
| 6M | -14.8% | -53.1% | +38.3% | -12.8% |
| YTD | -6.7% | -32.3% | +25.6% | -5.4% |
| 1Y | -2.2% | -7.3% | +5.1% | -1.4% |
| 3Y | +106.7% | -14.9% | +121.6% | +107.8% |
| 5Y | +114.8% | -62.0% | +176.8% | +117.5% |
| 10Y | +213.0% | +33.0% | +180.0% | +209.8% |
| All | +213.0% | +34.3% | +178.7% | +209.8% |
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