+136.0%
IAU vs AUR
-35.0%
+171.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +0.2% | +11.1% | -10.9% | -0.1% |
| 30D | +0.2% | -6.9% | +7.1% | +0.4% |
| 3M | +3.3% | +5.5% | -2.2% | +3.0% |
| 6M | -14.6% | +41.0% | -55.6% | -15.4% |
| YTD | +1.9% | +69.3% | -67.4% | +0.5% |
| 1Y | +20.9% | +14.0% | +6.8% | +19.9% |
| 3Y | +127.5% | +90.1% | +37.4% | +121.2% |
| 5Y | +141.9% | -34.4% | +176.3% | +129.9% |
| All | +136.0% | -35.0% | +171.0% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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