+876.7%
IAU vs CHRW
+801.3%
+75.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | -0.5% | -1.4% | +0.9% | -0.5% |
| 30D | +4.4% | -3.5% | +7.9% | +4.4% |
| 3M | -1.1% | -19.4% | +18.3% | -1.1% |
| 6M | -13.7% | -21.4% | +7.7% | -13.7% |
| YTD | +2.7% | -7.1% | +9.9% | +2.8% |
| 1Y | +24.6% | +17.8% | +6.8% | +25.0% |
| 3Y | +126.8% | +78.8% | +48.1% | +128.4% |
| 5Y | +139.5% | +83.5% | +56.0% | +141.5% |
| 10Y | +226.3% | +160.2% | +66.0% | +231.2% |
| All | +876.7% | +801.3% | +75.4% | +914.2% |
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