+859.8%
IAU vs APA
+15.5%
+844.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.6% | -1.8% |
| 7D | +0.7% | -1.7% | +2.4% | +0.8% |
| 30D | +0.3% | +15.7% | -15.4% | -0.2% |
| 3M | +0.7% | +16.5% | -15.8% | 0.0% |
| 6M | -15.5% | +35.1% | -50.6% | -16.8% |
| YTD | +1.0% | +82.2% | -81.3% | -1.8% |
| 1Y | +19.6% | +102.5% | -82.9% | +15.7% |
| 3Y | +125.4% | +10.3% | +115.1% | +121.9% |
| 5Y | +140.7% | +166.1% | -25.4% | +126.4% |
| 10Y | +218.1% | -4.9% | +223.0% | +204.5% |
| All | +859.8% | +15.5% | +844.4% | +709.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling