+219.9%
IAU vs CAPR
-76.2%
+296.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.7% |
| 7D | +0.7% | -9.5% | +10.2% | +0.7% |
| 30D | +0.3% | +121.5% | -121.2% | +0.2% |
| 3M | +0.7% | -65.4% | +66.1% | +0.7% |
| 6M | -15.5% | -67.5% | +52.0% | -15.5% |
| YTD | +1.0% | -68.6% | +69.6% | +1.0% |
| 1Y | +19.6% | +42.7% | -23.1% | +19.4% |
| 3Y | +125.4% | +43.4% | +82.1% | +123.9% |
| 5Y | +140.7% | +86.0% | +54.7% | +138.6% |
| All | +219.9% | -76.2% | +296.0% | +216.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling