-7.2%
IAU vs ALM
+10.4%
-17.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.5% | +3.7% | -1.8% |
| 7D | -5.5% | -4.0% | -1.4% | -4.9% |
| 30D | -7.0% | -30.5% | +23.5% | -2.1% |
| 3M | -12.3% | -46.9% | +34.6% | -4.6% |
| 6M | -17.9% | -65.5% | +47.6% | -5.8% |
| YTD | -10.3% | -13.4% | +3.1% | -11.5% |
| All | -7.2% | +10.4% | -17.6% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling