+787.1%
IAU vs APA
+20.2%
+766.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.7% |
| 7D | +2.8% | -5.5% | +8.4% | +3.0% |
| 30D | -4.0% | -1.2% | -2.8% | -4.0% |
| 3M | -8.2% | +10.6% | -18.8% | -8.6% |
| 6M | -14.8% | +28.4% | -43.2% | -15.8% |
| YTD | -6.7% | +89.7% | -96.4% | -9.5% |
| 1Y | -2.2% | +90.6% | -92.8% | -5.2% |
| 3Y | +106.7% | +36.9% | +69.8% | +101.6% |
| 5Y | +114.8% | +83.2% | +31.6% | +105.1% |
| 10Y | +213.0% | -0.1% | +213.1% | +199.0% |
| All | +787.1% | +20.2% | +766.9% | +646.7% |
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 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