+213.0%
IAU vs CF
+494.2%
-281.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -2.7% |
| 7D | +2.8% | +4.8% | -1.9% | +2.7% |
| 30D | -4.0% | +9.7% | -13.7% | -4.1% |
| 3M | -8.2% | +1.2% | -9.4% | -8.2% |
| 6M | -14.8% | +7.4% | -22.1% | -14.9% |
| YTD | -6.7% | +60.5% | -67.2% | -8.0% |
| 1Y | -2.2% | +50.7% | -53.0% | -3.5% |
| 3Y | +106.7% | +64.8% | +41.9% | +103.3% |
| 5Y | +114.8% | +115.8% | -1.0% | +111.5% |
| 10Y | +213.0% | +481.0% | -268.1% | +217.3% |
| All | +213.0% | +494.2% | -281.2% | +217.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling