+218.1%
IAU vs AR
+45.1%
+173.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.7% |
| 7D | +0.7% | -1.8% | +2.6% | +0.7% |
| 30D | +0.3% | +12.6% | -12.3% | +0.3% |
| 3M | +0.7% | +10.0% | -9.3% | +0.6% |
| 6M | -15.5% | +0.6% | -16.1% | -15.5% |
| YTD | +1.0% | +13.4% | -12.4% | +0.8% |
| 1Y | +19.6% | +21.7% | -2.1% | +19.3% |
| 3Y | +125.4% | +45.8% | +79.6% | +124.6% |
| 5Y | +140.7% | +144.3% | -3.5% | +141.0% |
| 10Y | +218.1% | +41.8% | +176.3% | +228.7% |
| All | +218.1% | +45.1% | +173.0% | +228.7% |
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