+218.0%
IAU vs APA
-2.8%
+220.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | -3.4% | +0.8% | -4.2% | -3.4% |
| 30D | -1.1% | +9.6% | -10.7% | -1.2% |
| 3M | +5.8% | +18.0% | -12.2% | +5.7% |
| 6M | -16.9% | +41.9% | -58.8% | -17.4% |
| YTD | +0.1% | +86.3% | -86.2% | -0.8% |
| 1Y | +18.4% | +97.9% | -79.5% | +17.2% |
| 3Y | +123.6% | +12.8% | +110.8% | +121.9% |
| 5Y | +138.7% | +177.2% | -38.5% | +136.6% |
| All | +218.0% | -2.8% | +220.7% | +209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded APA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling