+140.7%
IAU vs CPB
-38.5%
+179.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -1.7% |
| 7D | +0.7% | -8.2% | +9.0% | +0.7% |
| 30D | +0.3% | -5.6% | +5.9% | +0.3% |
| 3M | +0.7% | +3.0% | -2.3% | +0.6% |
| 6M | -15.5% | -12.7% | -2.8% | -15.5% |
| YTD | +1.0% | -18.0% | +18.9% | +1.1% |
| 1Y | +19.6% | -31.7% | +51.3% | +19.9% |
| 3Y | +125.4% | -41.0% | +166.4% | +125.6% |
| 5Y | +140.7% | -38.4% | +179.1% | +145.1% |
| All | +140.7% | -38.5% | +179.3% | +145.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling