+139.3%
IAU vs CBOE
+136.7%
+2.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +0.5% |
| 7D | -2.0% | -5.8% | +3.8% | -2.0% |
| 30D | -1.5% | -3.1% | +1.6% | -1.5% |
| 3M | +3.3% | -4.8% | +8.0% | +3.2% |
| 6M | -16.2% | -0.6% | -15.7% | -16.4% |
| YTD | +0.7% | +12.8% | -12.1% | -0.2% |
| 1Y | +19.2% | +19.8% | -0.5% | +17.9% |
| 3Y | +124.4% | +86.9% | +37.5% | +121.4% |
| All | +139.3% | +136.7% | +2.7% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling