+851.9%
IAU vs CAKE
+310.5%
+541.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.6% | -1.7% |
| 7D | -3.4% | -5.6% | +2.3% | -3.4% |
| 30D | -1.1% | -10.5% | +9.4% | -1.1% |
| 3M | +5.8% | +43.6% | -37.8% | +6.0% |
| 6M | -16.9% | +63.0% | -80.0% | -16.8% |
| YTD | +0.1% | +102.9% | -102.8% | +0.5% |
| 1Y | +18.4% | +75.6% | -57.2% | +18.7% |
| 3Y | +123.6% | +257.7% | -134.1% | +125.3% |
| 5Y | +138.7% | +156.0% | -17.2% | +140.1% |
| 10Y | +217.2% | +150.5% | +66.7% | +220.0% |
| All | +851.9% | +310.5% | +541.3% | +873.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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