+218.1%
IAU vs CF
+589.1%
-371.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -1.7% |
| 7D | +0.7% | -0.9% | +1.7% | +0.8% |
| 30D | +0.3% | +18.1% | -17.7% | +0.1% |
| 3M | +0.7% | +23.4% | -22.7% | +0.3% |
| 6M | -15.5% | +17.1% | -32.6% | -15.9% |
| YTD | +1.0% | +76.2% | -75.3% | -0.5% |
| 1Y | +19.6% | +62.3% | -42.7% | +18.0% |
| 3Y | +125.4% | +71.8% | +53.6% | +121.7% |
| 5Y | +140.7% | +234.6% | -93.8% | +137.0% |
| 10Y | +218.1% | +574.3% | -356.1% | +217.7% |
| All | +218.1% | +589.1% | -371.0% | +217.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CF 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling