-7.9%
IAU vs AS
-3.0%
-5.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.2% |
| 7D | -5.5% | -3.6% | -1.9% | -4.8% |
| 30D | -7.0% | +3.4% | -10.4% | -7.5% |
| 3M | -12.3% | -8.6% | -3.7% | -10.9% |
| 6M | -17.9% | -10.0% | -7.9% | -16.7% |
| YTD | -10.3% | -19.2% | +8.8% | -8.3% |
| 1Y | -7.9% | -3.8% | -4.1% | -8.0% |
| All | -7.9% | -3.0% | -5.0% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling