+776.9%
IAU vs ARWR
+16.7%
+760.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.2% |
| 7D | -2.0% | -19.9% | +18.0% | -1.9% |
| 30D | -4.4% | -18.7% | +14.3% | -4.4% |
| 3M | -8.9% | -44.7% | +35.8% | -8.7% |
| 6M | -15.9% | -36.5% | +20.6% | -15.8% |
| YTD | -7.8% | -25.7% | +17.9% | -7.7% |
| 1Y | -3.8% | +18.9% | -22.7% | -3.8% |
| 3Y | +104.3% | +83.1% | +21.3% | +104.2% |
| 5Y | +111.2% | -34.9% | +146.1% | +110.9% |
| 10Y | +216.4% | +1,080.9% | -864.4% | +221.3% |
| All | +776.9% | +16.7% | +760.2% | +822.2% |
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