+233.8%
IAU vs AR
-27.2%
+261.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -0.5% | +2.5% | -3.0% | -0.5% |
| 30D | +4.4% | +14.8% | -10.4% | +4.3% |
| 3M | -1.1% | +6.2% | -7.3% | -1.1% |
| 6M | -13.7% | +4.3% | -18.0% | -13.8% |
| YTD | +2.7% | +14.4% | -11.6% | +2.6% |
| 1Y | +24.6% | +21.3% | +3.3% | +24.4% |
| 3Y | +126.8% | +39.8% | +87.0% | +126.0% |
| 5Y | +139.5% | +142.1% | -2.6% | +139.2% |
| 10Y | +226.3% | +52.0% | +174.2% | +235.2% |
| All | +233.8% | -27.2% | +261.0% | +240.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling