+851.9%
IAU vs AZO
+3,108.0%
-2,256.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.7% |
| 7D | -3.4% | -2.9% | -0.4% | -3.3% |
| 30D | -1.1% | -5.3% | +4.2% | -1.1% |
| 3M | +5.8% | -7.3% | +13.2% | +5.9% |
| 6M | -16.9% | -22.7% | +5.7% | -16.8% |
| YTD | +0.1% | -15.0% | +15.2% | +0.3% |
| 1Y | +18.4% | -32.2% | +50.6% | +18.7% |
| 3Y | +123.6% | +10.0% | +113.6% | +124.0% |
| 5Y | +138.7% | +85.8% | +52.9% | +139.4% |
| 10Y | +217.2% | +298.9% | -81.6% | +219.6% |
| All | +851.9% | +3,108.0% | -2,256.2% | +933.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling