+776.9%
IAU vs CPB
+52.4%
+724.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | -2.0% | -4.1% | +2.1% | -1.9% |
| 30D | -4.4% | +16.9% | -21.4% | -4.5% |
| 3M | -8.9% | -0.6% | -8.3% | -8.9% |
| 6M | -15.9% | +11.4% | -27.3% | -16.0% |
| YTD | -7.8% | -14.8% | +7.1% | -7.7% |
| 1Y | -3.8% | -24.8% | +21.0% | -3.6% |
| 3Y | +104.3% | -36.6% | +140.9% | +104.8% |
| 5Y | +111.2% | -33.3% | +144.5% | +111.7% |
| 10Y | +216.4% | -40.4% | +256.8% | +218.2% |
| All | +776.9% | +52.4% | +724.5% | +808.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling