+178.3%
IAU vs ALM
+3,525.2%
-3,346.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.1% |
| 7D | -2.0% | -7.2% | +5.2% | -2.0% |
| 30D | -4.4% | -26.4% | +21.9% | -4.5% |
| 3M | -8.9% | -38.6% | +29.7% | -9.0% |
| 6M | -15.9% | -61.0% | +45.1% | -16.1% |
| YTD | -7.8% | -7.4% | -0.4% | -7.7% |
| 1Y | -3.8% | +14.0% | -17.7% | -3.6% |
| 3Y | +104.3% | +844.4% | -740.1% | +106.8% |
| 5Y | +111.2% | +410.8% | -299.6% | +113.6% |
| 10Y | +216.4% | +2,084.7% | -1,868.3% | +224.2% |
| All | +178.3% | +3,525.2% | -3,346.9% | +195.9% |
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