+222.8%
IAU vs ARWR
+978.7%
-756.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.0% |
| 7D | +0.2% | -3.2% | +3.4% | +0.2% |
| 30D | +0.2% | -6.5% | +6.7% | +0.3% |
| 3M | +3.3% | +12.7% | -9.4% | +3.0% |
| 6M | -14.6% | +36.2% | -50.8% | -15.0% |
| YTD | +1.9% | +24.5% | -22.6% | +1.4% |
| 1Y | +20.9% | +198.0% | -177.1% | +18.9% |
| 3Y | +127.5% | +176.4% | -48.9% | +122.7% |
| 5Y | +141.9% | +26.6% | +115.4% | +137.7% |
| 10Y | +222.8% | +1,054.1% | -831.3% | +210.5% |
| All | +222.8% | +978.7% | -756.0% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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