+138.7%
IAU vs CAPR
+66.0%
+72.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.7% |
| 7D | -3.4% | -10.6% | +7.2% | -3.4% |
| 30D | -1.1% | +111.2% | -112.3% | -1.1% |
| 3M | +5.8% | -67.2% | +73.1% | +5.8% |
| 6M | -16.9% | -75.1% | +58.2% | -17.0% |
| YTD | +0.1% | -71.2% | +71.4% | +0.1% |
| 1Y | +18.4% | +31.1% | -12.7% | +18.9% |
| 3Y | +123.6% | +31.3% | +92.2% | +120.4% |
| 5Y | +138.7% | +69.4% | +69.4% | +133.2% |
| All | +138.7% | +66.0% | +72.7% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling