+139.3%
IAU vs AU
+686.2%
-546.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -2.0% | -4.3% | +2.2% | -0.9% |
| 30D | -1.5% | +7.3% | -8.8% | -3.6% |
| 3M | +3.3% | +26.3% | -23.1% | -3.5% |
| 6M | -16.2% | +1.8% | -18.0% | -18.0% |
| YTD | +0.7% | +26.8% | -26.1% | -6.7% |
| 1Y | +19.2% | +66.7% | -47.5% | +3.1% |
| 3Y | +124.4% | +579.1% | -454.7% | +38.4% |
| All | +139.3% | +686.2% | -546.9% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling