+213.0%
IAU vs CMS
+134.3%
+78.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -3.0% | -2.7% |
| 7D | +2.8% | +0.5% | +2.3% | +2.8% |
| 30D | -4.0% | +7.4% | -11.4% | -4.8% |
| 3M | -8.2% | +1.9% | -10.1% | -8.4% |
| 6M | -14.8% | -2.3% | -12.4% | -14.7% |
| YTD | -6.7% | +3.0% | -9.7% | -7.2% |
| 1Y | -2.2% | -2.8% | +0.5% | -2.1% |
| 3Y | +106.7% | +37.9% | +68.8% | +98.6% |
| 5Y | +114.8% | +34.0% | +80.8% | +106.5% |
| 10Y | +213.0% | +138.1% | +74.9% | +174.8% |
| All | +213.0% | +134.3% | +78.7% | +174.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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