+123.1%
IAU vs COO
-40.8%
+163.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.6% |
| 7D | +4.9% | +4.3% | +0.6% | +4.5% |
| 30D | -1.4% | +17.6% | -19.0% | -2.8% |
| 3M | -4.8% | -13.9% | +9.1% | -3.7% |
| 6M | -12.5% | +6.6% | -19.0% | -13.3% |
| YTD | -4.2% | -22.0% | +17.8% | -2.2% |
| 1Y | +3.1% | -8.8% | +11.9% | +3.6% |
| 3Y | +110.0% | -21.5% | +131.5% | +112.5% |
| 5Y | +123.1% | -41.0% | +164.1% | +119.3% |
| All | +123.1% | -40.8% | +163.8% | +119.3% |
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 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