+123.1%
IAU vs ALB
-62.4%
+185.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.8% |
| 7D | +4.9% | +9.5% | -4.6% | +4.3% |
| 30D | -1.4% | -2.1% | +0.7% | -1.3% |
| 3M | -4.8% | -24.1% | +19.4% | -3.4% |
| 6M | -12.5% | -51.0% | +38.5% | -9.4% |
| YTD | -4.2% | -29.3% | +25.2% | -2.4% |
| 1Y | +3.1% | +3.2% | -0.1% | +3.9% |
| 3Y | +110.0% | -9.3% | +119.3% | +111.0% |
| 5Y | +123.1% | -61.6% | +184.7% | +127.8% |
| All | +123.1% | -62.4% | +185.4% | +127.8% |
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