+210.7%
IAU vs APA
+8.7%
+201.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -4.6% | +8.5% | -13.1% | -4.6% |
| 30D | -5.4% | +2.8% | -8.2% | -5.5% |
| 3M | -10.9% | +21.7% | -32.6% | -11.1% |
| 6M | -17.4% | +32.6% | -50.0% | -17.6% |
| YTD | -10.2% | +103.7% | -113.9% | -11.1% |
| 1Y | -7.1% | +101.8% | -108.9% | -8.0% |
| 3Y | +97.7% | +48.1% | +49.7% | +95.8% |
| 5Y | +105.3% | +91.9% | +13.4% | +103.2% |
| All | +210.7% | +8.7% | +201.9% | +200.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling