+139.3%
IAU vs BR
+8.0%
+131.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -2.0% | -3.0% | +1.0% | -1.9% |
| 30D | -1.5% | -0.3% | -1.2% | -1.5% |
| 3M | +3.3% | +17.3% | -14.0% | +2.9% |
| 6M | -16.2% | -6.7% | -9.5% | -15.9% |
| YTD | +0.7% | -23.4% | +24.1% | +2.0% |
| 1Y | +19.2% | -32.7% | +51.9% | +21.9% |
| 3Y | +124.4% | -5.9% | +130.3% | +123.4% |
| All | +139.3% | +8.0% | +131.3% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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