+270.7%
IAU vs COPX
+200.8%
+69.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | +0.2% | +6.0% | -5.8% | -0.7% |
| 30D | +0.2% | +6.4% | -6.2% | -0.7% |
| 3M | +3.3% | +19.3% | -16.0% | +0.5% |
| 6M | -14.6% | +16.2% | -30.8% | -16.8% |
| YTD | +1.9% | +33.2% | -31.3% | -2.3% |
| 1Y | +20.9% | +90.2% | -69.4% | +10.9% |
| 3Y | +127.5% | +175.7% | -48.2% | +98.2% |
| 5Y | +141.9% | +193.1% | -51.2% | +107.1% |
| 10Y | +222.8% | +619.4% | -396.7% | +146.2% |
| All | +270.7% | +200.8% | +69.9% | +210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling