+222.8%
IAU vs COO
+36.7%
+186.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.2% | +7.1% | +1.3% |
| 7D | +0.2% | -9.0% | +9.1% | +0.7% |
| 30D | +0.2% | -16.8% | +17.0% | +1.3% |
| 3M | +3.3% | -7.5% | +10.8% | +3.7% |
| 6M | -14.6% | -16.3% | +1.7% | -13.8% |
| YTD | +1.9% | -22.5% | +24.4% | +3.3% |
| 1Y | +20.9% | -7.0% | +27.9% | +21.2% |
| 3Y | +127.5% | -27.5% | +154.9% | +130.4% |
| 5Y | +141.9% | -43.3% | +185.2% | +144.2% |
| 10Y | +222.8% | +37.6% | +185.2% | +214.3% |
| All | +222.8% | +36.7% | +186.0% | +214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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