+241.5%
IAU vs CBOE
+1,020.3%
-778.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | +0.2% | -0.8% | +0.9% | +0.2% |
| 30D | +0.2% | +2.7% | -2.5% | +0.2% |
| 3M | +3.3% | +0.7% | +2.6% | +3.2% |
| 6M | -14.6% | -2.0% | -12.6% | -14.6% |
| YTD | +1.9% | +17.1% | -15.3% | +1.5% |
| 1Y | +20.9% | +26.5% | -5.6% | +20.3% |
| 3Y | +127.5% | +96.1% | +31.4% | +125.7% |
| 5Y | +141.9% | +149.3% | -7.4% | +139.6% |
| 10Y | +222.8% | +386.5% | -163.7% | +221.2% |
| All | +241.5% | +1,020.3% | -778.9% | +240.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling