+218.0%
IAU vs CPB
-45.5%
+263.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.6% |
| 7D | -3.4% | -5.4% | +2.0% | -3.2% |
| 30D | -1.1% | -7.8% | +6.7% | -0.9% |
| 3M | +5.8% | -6.9% | +12.8% | +6.0% |
| 6M | -16.9% | -12.2% | -4.8% | -16.7% |
| YTD | +0.1% | -21.1% | +21.2% | +0.6% |
| 1Y | +18.4% | -33.5% | +51.9% | +19.6% |
| 3Y | +123.6% | -43.2% | +166.8% | +126.2% |
| 5Y | +138.7% | -40.9% | +179.6% | +140.8% |
| All | +218.0% | -45.5% | +263.4% | +229.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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