+141.9%
IAU vs CBRE
+42.7%
+99.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.0% |
| 7D | +0.2% | -1.7% | +1.8% | +0.3% |
| 30D | +0.2% | -3.0% | +3.2% | +0.4% |
| 3M | +3.3% | +2.6% | +0.6% | +3.1% |
| 6M | -14.6% | +2.0% | -16.6% | -14.7% |
| YTD | +1.9% | -13.1% | +15.0% | +2.3% |
| 1Y | +20.9% | -13.8% | +34.7% | +21.3% |
| 3Y | +127.5% | +63.9% | +63.6% | +120.8% |
| 5Y | +141.9% | +42.3% | +99.6% | +131.5% |
| All | +141.9% | +42.7% | +99.2% | +131.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling