+532.5%
IAU vs CAPR
-99.1%
+631.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -0.5% | -2.0% | +1.5% | -0.5% |
| 30D | +4.4% | +139.2% | -134.8% | +4.2% |
| 3M | -1.1% | -66.4% | +65.3% | -1.0% |
| 6M | -13.7% | -63.1% | +49.4% | -13.7% |
| YTD | +2.7% | -67.4% | +70.2% | +2.8% |
| 1Y | +24.6% | +58.2% | -33.6% | +23.9% |
| 3Y | +126.8% | +42.2% | +84.6% | +124.7% |
| 5Y | +139.5% | +87.3% | +52.2% | +136.6% |
| 10Y | +226.3% | -75.3% | +301.5% | +220.0% |
| All | +532.5% | -99.1% | +631.6% | +505.1% |
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