+153.3%
IAU vs COMP
-47.7%
+201.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | -0.5% | +1.4% | -1.9% | -0.6% |
| 30D | +4.4% | -13.3% | +17.8% | +4.8% |
| 3M | -1.1% | +41.1% | -42.2% | -2.0% |
| 6M | -13.7% | +17.2% | -30.9% | -14.4% |
| YTD | +2.7% | +5.2% | -2.5% | +2.2% |
| 1Y | +24.6% | +18.9% | +5.7% | +23.6% |
| 3Y | +126.8% | +215.9% | -89.1% | +118.4% |
| 5Y | +139.5% | -31.2% | +170.7% | +123.6% |
| All | +153.3% | -47.7% | +201.0% | +140.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling