+120.1%
IAU vs COMP
-17.6%
+137.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.7% | -11.5% | -1.1% |
| 7D | +4.7% | +13.4% | -8.7% | +4.3% |
| 30D | -0.9% | +11.1% | -12.0% | -1.3% |
| 3M | -4.4% | -18.8% | +14.5% | -3.9% |
| 6M | -13.5% | +10.5% | -24.0% | -13.9% |
| YTD | -5.9% | -3.4% | -2.5% | -6.3% |
| 1Y | +1.9% | +19.7% | -17.8% | +1.0% |
| 3Y | +104.1% | +381.6% | -277.5% | +94.1% |
| All | +120.1% | -17.6% | +137.7% | +107.4% |
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