+2.9%
IAU vs AU
+42.5%
-39.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.0% | -4.3% | +0.7% |
| 7D | -0.3% | +0.8% | -1.0% | -0.6% |
| 30D | -1.9% | -7.0% | +5.1% | +0.6% |
| 3M | -0.4% | +8.5% | -9.0% | -4.1% |
| 6M | -10.1% | -1.3% | -8.9% | -11.6% |
| YTD | -5.9% | +6.8% | -12.7% | -9.2% |
| 1Y | +2.9% | +44.6% | -41.7% | -6.2% |
| All | +2.9% | +42.5% | -39.6% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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