+120.1%
IAU vs AR
+71.8%
+48.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +4.7% | -14.3% | +19.0% | +5.1% |
| 30D | -0.9% | +1.4% | -2.3% | -1.0% |
| 3M | -4.4% | +3.4% | -7.8% | -4.6% |
| 6M | -13.5% | -2.1% | -11.4% | -13.6% |
| YTD | -5.9% | +4.7% | -10.6% | -6.4% |
| 1Y | +1.9% | +10.6% | -8.7% | +1.1% |
| 3Y | +104.1% | +24.6% | +79.5% | +100.2% |
| All | +120.1% | +71.8% | +48.3% | +114.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling