+18.4%
IAU vs CHRW
+23.5%
-5.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | -3.4% | +4.4% | -7.7% | -3.6% |
| 30D | -1.1% | +5.5% | -6.6% | -1.5% |
| 3M | +5.8% | -17.3% | +23.1% | +7.1% |
| 6M | -16.9% | -12.7% | -4.3% | -16.5% |
| YTD | +0.1% | -4.1% | +4.2% | +0.1% |
| 1Y | +18.4% | +21.2% | -2.8% | +20.5% |
| All | +18.4% | +23.5% | -5.1% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling