+787.1%
IAU vs ARWR
+15.8%
+771.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | +2.8% | -17.7% | +20.5% | +2.9% |
| 30D | -4.0% | -21.9% | +17.9% | -3.9% |
| 3M | -8.2% | -44.5% | +36.3% | -8.0% |
| 6M | -14.8% | -32.6% | +17.8% | -14.7% |
| YTD | -6.7% | -26.2% | +19.5% | -6.6% |
| 1Y | -2.2% | +23.0% | -25.2% | -2.2% |
| 3Y | +106.7% | +81.8% | +25.0% | +106.6% |
| 5Y | +114.8% | -36.0% | +150.8% | +114.5% |
| 10Y | +213.0% | +1,039.5% | -826.6% | +217.7% |
| All | +787.1% | +15.8% | +771.3% | +833.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling