+219.7%
IAU vs COPX
+583.8%
-364.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -2.0% | -2.3% | +0.3% | -1.7% |
| 30D | -1.5% | +0.3% | -1.8% | -1.6% |
| 3M | +3.3% | +6.8% | -3.6% | +1.9% |
| 6M | -16.2% | +7.9% | -24.2% | -17.7% |
| YTD | +0.7% | +23.7% | -23.1% | -2.7% |
| 1Y | +19.2% | +71.5% | -52.3% | +10.5% |
| 3Y | +124.4% | +149.1% | -24.7% | +97.5% |
| 5Y | +140.0% | +167.3% | -27.3% | +107.5% |
| All | +219.7% | +583.8% | -364.1% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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