+97.7%
IAU vs CP
+36.4%
+61.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -4.6% | +2.1% | -6.7% | -4.9% |
| 30D | -5.4% | +9.3% | -14.8% | -6.8% |
| 3M | -10.9% | +0.5% | -11.3% | -11.0% |
| 6M | -17.4% | +10.4% | -27.8% | -18.7% |
| YTD | -10.2% | +28.7% | -38.9% | -13.4% |
| 1Y | -7.1% | +33.2% | -40.2% | -10.7% |
| 3Y | +97.7% | +38.4% | +59.3% | +82.5% |
| All | +97.7% | +36.4% | +61.3% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 3y: compounded portfolio wealth divided by compounded CP 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…
3y analysis · Full analysis span regression · 6 months rolling