+125.4%
IAU vs ARWR
+181.4%
-55.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.7% |
| 7D | +0.7% | +2.9% | -2.1% | +0.6% |
| 30D | +0.3% | -2.9% | +3.2% | +0.4% |
| 3M | +0.7% | +15.2% | -14.5% | +0.1% |
| 6M | -15.5% | +42.3% | -57.8% | -16.6% |
| YTD | +1.0% | +28.2% | -27.2% | -0.2% |
| 1Y | +19.6% | +213.2% | -193.7% | +15.6% |
| 3Y | +125.4% | +184.6% | -59.2% | +115.6% |
| All | +125.4% | +181.4% | -55.9% | +115.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling