+218.0%
IAU vs CBRE
+398.3%
-180.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.7% |
| 7D | -3.4% | -7.2% | +3.9% | -3.3% |
| 30D | -1.1% | -6.4% | +5.3% | -1.1% |
| 3M | +5.8% | +2.9% | +2.9% | +5.8% |
| 6M | -16.9% | +2.5% | -19.5% | -16.9% |
| YTD | +0.1% | -14.2% | +14.3% | +0.1% |
| 1Y | +18.4% | -15.1% | +33.5% | +18.4% |
| 3Y | +123.6% | +61.9% | +61.7% | +124.5% |
| 5Y | +138.7% | +42.4% | +96.4% | +138.6% |
| All | +218.0% | +398.3% | -180.4% | +237.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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