+140.7%
IAU vs COO
-39.5%
+180.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.5% |
| 7D | +0.7% | -2.3% | +3.0% | +1.0% |
| 30D | +0.3% | -8.8% | +9.1% | +1.1% |
| 3M | +0.7% | +1.3% | -0.6% | +0.5% |
| 6M | -15.5% | -11.6% | -3.9% | -14.6% |
| YTD | +1.0% | -17.4% | +18.4% | +2.6% |
| 1Y | +19.6% | -1.6% | +21.2% | +19.5% |
| 3Y | +125.4% | -22.6% | +148.1% | +128.7% |
| 5Y | +140.7% | -40.3% | +181.1% | +128.6% |
| All | +140.7% | -39.5% | +180.2% | +128.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling