+129.5%
IAU vs CMS
+35.9%
+93.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +4.4% | -3.6% | +8.0% | +4.9% |
| 3M | -1.1% | -1.9% | +0.9% | -1.1% |
| 6M | -13.7% | -11.0% | -2.7% | -12.1% |
| YTD | +2.7% | +0.2% | +2.5% | +2.4% |
| 1Y | +24.6% | -1.3% | +25.9% | +24.5% |
| All | +129.5% | +35.9% | +93.6% | +115.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling