+141.9%
IAU vs CLX
-37.0%
+178.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.0% |
| 7D | +0.2% | -4.9% | +5.1% | +0.3% |
| 30D | +0.2% | -15.8% | +16.0% | +0.6% |
| 3M | +3.3% | -7.9% | +11.2% | +3.5% |
| 6M | -14.6% | -19.0% | +4.5% | -14.3% |
| YTD | +1.9% | -7.9% | +9.8% | +2.6% |
| 1Y | +20.9% | -25.4% | +46.2% | +21.5% |
| 3Y | +127.5% | -35.0% | +162.5% | +128.4% |
| 5Y | +141.9% | -36.8% | +178.7% | +143.8% |
| All | +141.9% | -37.0% | +178.9% | +143.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling