+219.7%
IAU vs CLX
-3.7%
+223.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.6% |
| 7D | -2.0% | -5.7% | +3.7% | -1.8% |
| 30D | -1.5% | -17.0% | +15.5% | -0.8% |
| 3M | +3.3% | -9.7% | +12.9% | +3.7% |
| 6M | -16.2% | -19.8% | +3.6% | -15.6% |
| YTD | +0.7% | -9.8% | +10.5% | +1.2% |
| 1Y | +19.2% | -26.2% | +45.4% | +20.5% |
| 3Y | +124.4% | -36.2% | +160.6% | +127.5% |
| 5Y | +140.0% | -38.3% | +178.4% | +143.2% |
| All | +219.7% | -3.7% | +223.4% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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