+219.7%
IAU vs CBOE
+368.5%
-148.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +0.6% |
| 7D | -2.0% | -5.8% | +3.8% | -1.9% |
| 30D | -1.5% | -3.1% | +1.6% | -1.5% |
| 3M | +3.3% | -4.8% | +8.0% | +3.3% |
| 6M | -16.2% | -0.6% | -15.7% | -16.3% |
| YTD | +0.7% | +12.8% | -12.1% | +0.1% |
| 1Y | +19.2% | +19.8% | -0.5% | +18.4% |
| 3Y | +124.4% | +86.9% | +37.5% | +120.9% |
| 5Y | +140.0% | +136.5% | +3.5% | +135.1% |
| All | +219.7% | +368.5% | -148.8% | +227.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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