+121.4%
IAU vs COMP
-52.0%
+173.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.1% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -5.4% | +16.6% | -22.0% | -5.9% |
| 3M | -10.9% | -23.5% | +12.6% | -10.4% |
| 6M | -17.4% | +25.7% | -43.1% | -18.0% |
| YTD | -10.2% | -3.4% | -6.8% | -10.6% |
| 1Y | -7.1% | +7.6% | -14.6% | -7.7% |
| 3Y | +97.7% | +423.6% | -325.9% | +88.8% |
| 5Y | +105.3% | -10.6% | +115.9% | +93.7% |
| All | +121.4% | -52.0% | +173.3% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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