+114.8%
IAU vs ARWR
-39.6%
+154.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | +2.8% | -17.7% | +20.5% | +3.3% |
| 30D | -4.0% | -21.9% | +17.9% | -3.3% |
| 3M | -8.2% | -44.5% | +36.3% | -6.7% |
| 6M | -14.8% | -32.6% | +17.8% | -13.9% |
| YTD | -6.7% | -26.2% | +19.5% | -6.1% |
| 1Y | -2.2% | +23.0% | -25.2% | -2.7% |
| 3Y | +106.7% | +81.8% | +25.0% | +103.2% |
| 5Y | +114.8% | -36.0% | +150.8% | +108.9% |
| All | +114.8% | -39.6% | +154.4% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling