+837.0%
IAU vs CF
+5,948.3%
-5,111.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.7% |
| 7D | -0.5% | +6.0% | -6.5% | -0.9% |
| 30D | +4.4% | +14.8% | -10.4% | +3.6% |
| 3M | -1.1% | +14.1% | -15.1% | -1.9% |
| 6M | -13.7% | +28.5% | -42.3% | -15.4% |
| YTD | +2.7% | +74.9% | -72.2% | -1.1% |
| 1Y | +24.6% | +61.7% | -37.1% | +20.4% |
| 3Y | +126.8% | +80.3% | +46.5% | +116.6% |
| 5Y | +139.5% | +226.0% | -86.5% | +118.5% |
| 10Y | +226.3% | +569.9% | -343.6% | +174.4% |
| All | +837.0% | +5,948.3% | -5,111.3% | +470.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling