+111.2%
IAU vs COMP
-14.2%
+125.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.9% | -1.2% |
| 7D | -2.0% | +2.2% | -4.2% | -2.1% |
| 30D | -4.4% | +16.3% | -20.8% | -4.9% |
| 3M | -8.9% | -19.1% | +10.3% | -8.5% |
| 6M | -15.9% | +17.1% | -33.1% | -16.5% |
| YTD | -7.8% | -2.9% | -4.8% | -8.2% |
| 1Y | -3.8% | +8.8% | -12.6% | -4.5% |
| 3Y | +104.3% | +423.5% | -319.1% | +93.9% |
| 5Y | +111.2% | -10.5% | +121.7% | +100.2% |
| All | +111.2% | -14.2% | +125.4% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling