+219.7%
IAU vs CRS
+1,392.1%
-1,172.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.6% |
| 7D | -2.0% | -6.8% | +4.7% | -1.8% |
| 30D | -1.5% | -16.1% | +14.6% | -1.1% |
| 3M | +3.3% | -21.2% | +24.4% | +3.8% |
| 6M | -16.2% | +8.7% | -24.9% | -16.5% |
| YTD | +0.7% | +41.0% | -40.3% | -0.2% |
| 1Y | +19.2% | +82.7% | -63.4% | +17.7% |
| 3Y | +124.4% | +604.8% | -480.4% | +115.2% |
| 5Y | +140.0% | +1,384.7% | -1,244.7% | +126.8% |
| All | +219.7% | +1,392.1% | -1,172.4% | +196.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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