+120.1%
IAU vs CF
+120.6%
-0.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | +4.7% | -3.2% | +7.9% | +4.8% |
| 30D | -0.9% | +4.3% | -5.2% | -1.1% |
| 3M | -4.4% | +2.8% | -7.2% | -4.5% |
| 6M | -13.5% | +0.6% | -14.1% | -13.6% |
| YTD | -5.9% | +56.6% | -62.5% | -9.1% |
| 1Y | +1.9% | +49.6% | -47.7% | -1.3% |
| 3Y | +104.1% | +61.5% | +42.6% | +95.4% |
| All | +120.1% | +120.6% | -0.5% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling