+222.8%
IAU vs CHRW
+170.5%
+52.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +0.2% | +4.1% | -3.9% | +0.1% |
| 30D | +0.2% | +1.9% | -1.7% | +0.2% |
| 3M | +3.3% | -21.2% | +24.4% | +3.5% |
| 6M | -14.6% | -16.7% | +2.1% | -14.4% |
| YTD | +1.9% | -5.4% | +7.2% | +2.0% |
| 1Y | +20.9% | +21.2% | -0.3% | +21.2% |
| 3Y | +127.5% | +86.5% | +41.0% | +128.6% |
| 5Y | +141.9% | +93.0% | +48.9% | +143.8% |
| 10Y | +222.8% | +174.5% | +48.2% | +233.7% |
| All | +222.8% | +170.5% | +52.2% | +233.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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