+752.5%
IAU vs APA
+27.0%
+725.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.7% | -2.8% |
| 7D | -5.5% | +9.6% | -15.1% | -5.8% |
| 30D | -7.0% | -0.2% | -6.8% | -7.0% |
| 3M | -12.3% | +19.8% | -32.1% | -13.0% |
| 6M | -17.9% | +30.1% | -48.0% | -18.9% |
| YTD | -10.3% | +100.4% | -110.7% | -13.2% |
| 1Y | -7.9% | +105.2% | -113.1% | -10.9% |
| 3Y | +98.7% | +44.6% | +54.1% | +93.3% |
| 5Y | +105.0% | +88.8% | +16.2% | +95.6% |
| 10Y | +207.7% | +6.6% | +201.0% | +193.0% |
| All | +752.5% | +27.0% | +725.6% | +616.2% |
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