+479.3%
IAU vs CAPR
-99.1%
+578.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -0.8% |
| 7D | +4.7% | +41.1% | -36.3% | +4.7% |
| 30D | -0.9% | +11.1% | -12.0% | -0.9% |
| 3M | -4.4% | +115.3% | -119.7% | -4.5% |
| 6M | -13.5% | -73.8% | +60.3% | -13.4% |
| YTD | -5.9% | -68.8% | +62.9% | -5.9% |
| 1Y | +1.9% | +43.3% | -41.4% | +1.3% |
| 3Y | +104.1% | +214.7% | -110.6% | +101.6% |
| 5Y | +121.0% | +141.3% | -20.3% | +118.2% |
| 10Y | +204.1% | -67.0% | +271.1% | +197.9% |
| All | +479.3% | -99.1% | +578.4% | +454.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling