+130.1%
IAU vs COMP
-53.0%
+183.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.4% | +4.8% | -2.4% |
| 7D | +2.8% | +7.2% | -4.4% | +2.6% |
| 30D | -4.0% | +6.4% | -10.4% | -4.2% |
| 3M | -8.2% | -19.4% | +11.2% | -7.8% |
| 6M | -14.8% | +14.6% | -29.3% | -15.2% |
| YTD | -6.7% | -5.5% | -1.2% | -7.0% |
| 1Y | -2.2% | +13.7% | -15.9% | -2.9% |
| 3Y | +106.7% | +409.7% | -303.0% | +97.6% |
| 5Y | +114.8% | -17.0% | +131.8% | +102.6% |
| All | +130.1% | -53.0% | +183.1% | +118.6% |
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