+752.5%
IAU vs CHRW
+720.4%
+32.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.2% | -2.8% |
| 7D | -5.5% | +4.7% | -10.2% | -5.5% |
| 30D | -7.0% | -2.6% | -4.4% | -7.0% |
| 3M | -12.3% | -8.0% | -4.3% | -12.3% |
| 6M | -17.9% | -19.0% | +1.1% | -18.0% |
| YTD | -10.3% | -15.5% | +5.1% | -10.3% |
| 1Y | -7.9% | -10.8% | +2.9% | -7.8% |
| 3Y | +98.7% | +79.8% | +18.9% | +100.1% |
| 5Y | +105.0% | +59.3% | +45.8% | +106.6% |
| 10Y | +207.7% | +129.6% | +78.0% | +212.2% |
| All | +752.5% | +720.4% | +32.1% | +785.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling