+140.7%
IAU vs ALB
-43.6%
+184.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -1.9% |
| 7D | +0.7% | -4.4% | +5.1% | +1.0% |
| 30D | +0.3% | -1.2% | +1.5% | +0.3% |
| 3M | +0.7% | -13.3% | +14.0% | +1.3% |
| 6M | -15.5% | -19.8% | +4.3% | -14.8% |
| YTD | +1.0% | -7.9% | +8.9% | +1.4% |
| 1Y | +19.6% | +60.2% | -40.6% | +18.3% |
| 3Y | +125.4% | -26.4% | +151.9% | +125.4% |
| 5Y | +140.7% | -42.5% | +183.3% | +141.8% |
| All | +140.7% | -43.6% | +184.3% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling