+213.0%
IAU vs AR
+52.4%
+160.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -0.9% |
| 7D | +2.8% | -5.8% | +8.6% | +2.8% |
| 30D | -4.0% | +4.8% | -8.8% | -4.0% |
| 3M | -8.2% | +1.5% | -9.7% | -8.2% |
| 6M | -14.8% | +4.7% | -19.5% | -14.8% |
| YTD | -6.7% | +9.2% | -15.9% | -6.8% |
| 1Y | -2.2% | +11.2% | -13.4% | -2.4% |
| 3Y | +106.7% | +46.2% | +60.5% | +106.0% |
| 5Y | +114.8% | +98.1% | +16.8% | +114.9% |
| 10Y | +213.0% | +54.5% | +158.4% | +220.0% |
| All | +213.0% | +52.4% | +160.6% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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