+120.1%
IAU vs CMS
+32.6%
+87.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | +4.7% | -1.3% | +6.1% | +4.9% |
| 30D | -0.9% | +6.3% | -7.2% | -1.8% |
| 3M | -4.4% | -2.1% | -2.3% | -4.2% |
| 6M | -13.5% | -5.1% | -8.4% | -13.0% |
| YTD | -5.9% | +1.3% | -7.2% | -6.4% |
| 1Y | +1.9% | -1.4% | +3.3% | +1.8% |
| 3Y | +104.1% | +36.9% | +67.1% | +93.0% |
| All | +120.1% | +32.6% | +87.6% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling