+24.6%
IAU vs AZO
-28.9%
+53.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | +4.4% | -2.7% | +7.1% | +4.6% |
| 3M | -1.1% | -3.2% | +2.1% | -0.9% |
| 6M | -13.7% | -19.7% | +6.0% | -11.1% |
| YTD | +2.7% | -12.0% | +14.8% | +6.9% |
| 1Y | +24.6% | -29.5% | +54.2% | +26.7% |
| All | +24.6% | -28.9% | +53.5% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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