+129.5%
IAU vs ALK
+4.2%
+125.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -0.9% |
| 7D | -0.5% | -0.7% | +0.1% | -0.5% |
| 30D | +4.4% | -19.2% | +23.7% | +5.7% |
| 3M | -1.1% | -1.5% | +0.5% | -1.2% |
| 6M | -13.7% | -13.1% | -0.7% | -13.7% |
| YTD | +2.7% | -16.4% | +19.2% | +2.9% |
| 1Y | +24.6% | -33.1% | +57.7% | +25.2% |
| All | +129.5% | +4.2% | +125.3% | +124.8% |
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