+213.0%
IAU vs APD
+187.0%
+26.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.6% |
| 7D | +2.8% | -0.2% | +3.0% | +2.8% |
| 30D | -4.0% | +11.0% | -15.0% | -4.4% |
| 3M | -8.2% | +1.3% | -9.5% | -8.3% |
| 6M | -14.8% | +6.4% | -21.1% | -15.0% |
| YTD | -6.7% | +28.9% | -35.6% | -7.7% |
| 1Y | -2.2% | +23.2% | -25.5% | -3.1% |
| 3Y | +106.7% | +26.3% | +80.4% | +103.8% |
| 5Y | +114.8% | +12.0% | +102.8% | +112.3% |
| 10Y | +213.0% | +183.2% | +29.8% | +214.0% |
| All | +213.0% | +187.0% | +26.0% | +214.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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