+216.7%
IAU vs ALK
-37.5%
+254.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.1% | -5.3% | +1.7% |
| 7D | +4.9% | +8.9% | -4.0% | +4.7% |
| 30D | -1.4% | +5.9% | -7.3% | -1.6% |
| 3M | -4.8% | -16.5% | +11.8% | -4.5% |
| 6M | -12.5% | +2.1% | -14.6% | -12.6% |
| YTD | -4.2% | -17.1% | +12.9% | -4.2% |
| 1Y | +3.1% | -2.9% | +6.0% | +3.0% |
| 3Y | +110.0% | +24.5% | +85.5% | +109.1% |
| 5Y | +123.1% | -29.1% | +152.2% | +121.9% |
| 10Y | +216.7% | -39.1% | +255.8% | +205.4% |
| All | +216.7% | -37.5% | +254.2% | +205.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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