+811.0%
IAU vs CMS
+1,161.8%
-350.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | +4.9% | -0.9% | +5.8% | +5.0% |
| 30D | -1.4% | +7.1% | -8.4% | -1.9% |
| 3M | -4.8% | -1.3% | -3.5% | -4.7% |
| 6M | -12.5% | -2.7% | -9.8% | -12.4% |
| YTD | -4.2% | +2.6% | -6.8% | -4.5% |
| 1Y | +3.1% | -2.0% | +5.1% | +3.2% |
| 3Y | +110.0% | +39.6% | +70.4% | +104.4% |
| 5Y | +123.1% | +35.3% | +87.7% | +117.2% |
| 10Y | +216.7% | +132.3% | +84.4% | +198.6% |
| All | +811.0% | +1,161.8% | -350.9% | +727.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling