+104.1%
IAU vs ALK
+16.0%
+88.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +4.7% | +9.0% | -4.3% | +4.1% |
| 30D | -0.9% | -1.6% | +0.8% | -0.8% |
| 3M | -4.4% | -23.2% | +18.8% | -2.9% |
| 6M | -13.5% | -3.9% | -9.6% | -13.6% |
| YTD | -5.9% | -22.6% | +16.7% | -5.3% |
| 1Y | +1.9% | -5.3% | +7.2% | +2.0% |
| 3Y | +104.1% | +18.6% | +85.5% | +93.1% |
| All | +104.1% | +16.0% | +88.1% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling