+210.0%
IAU vs ALM
+7,705.7%
-7,495.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | -0.5% | -2.6% | +2.1% | -0.5% |
| 30D | +4.4% | +32.0% | -27.6% | +4.5% |
| 3M | -1.1% | -15.0% | +14.0% | -1.1% |
| 6M | -13.7% | -10.1% | -3.6% | -13.7% |
| YTD | +2.7% | +99.4% | -96.7% | +3.0% |
| 1Y | +24.6% | +316.4% | -291.7% | +25.3% |
| 3Y | +126.8% | +2,022.0% | -1,895.1% | +130.1% |
| 5Y | +139.5% | +941.2% | -801.7% | +142.5% |
| 10Y | +226.3% | +2,950.3% | -2,724.1% | +234.2% |
| All | +210.0% | +7,705.7% | -7,495.7% | +230.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling