+811.0%
IAU vs ALL
+757.3%
+53.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +4.9% | -3.9% | +8.8% | +4.9% |
| 30D | -1.4% | +10.6% | -12.0% | -1.3% |
| 3M | -4.8% | -4.6% | -0.2% | -4.8% |
| 6M | -12.5% | +20.2% | -32.7% | -12.5% |
| YTD | -4.2% | +23.7% | -27.9% | -4.2% |
| 1Y | +3.1% | +27.9% | -24.8% | +3.1% |
| 3Y | +110.0% | +109.2% | +0.8% | +109.7% |
| 5Y | +123.1% | +148.0% | -24.9% | +122.7% |
| 10Y | +216.7% | +363.8% | -147.1% | +215.6% |
| All | +811.0% | +757.3% | +53.6% | +761.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling