+140.7%
IAU vs ALL
+117.0%
+23.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.6% | -1.8% |
| 7D | +0.7% | -1.7% | +2.4% | +0.7% |
| 30D | +0.3% | -4.7% | +5.0% | +0.2% |
| 3M | +0.7% | +18.4% | -17.7% | +1.2% |
| 6M | -15.5% | +20.5% | -36.0% | -15.0% |
| YTD | +1.0% | +23.5% | -22.6% | +1.5% |
| 1Y | +19.6% | +29.0% | -9.4% | +20.2% |
| 3Y | +125.4% | +153.7% | -28.3% | +127.7% |
| 5Y | +140.7% | +114.8% | +26.0% | +143.0% |
| All | +140.7% | +117.0% | +23.7% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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