+97.7%
IAU vs D
+73.4%
+24.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -4.6% | -1.4% | -3.2% | -4.4% |
| 30D | -5.4% | +7.7% | -13.2% | -6.2% |
| 3M | -10.9% | -0.3% | -10.6% | -10.8% |
| 6M | -17.4% | +10.1% | -27.4% | -18.5% |
| YTD | -10.2% | +19.1% | -29.3% | -12.3% |
| 1Y | -7.1% | +15.9% | -23.0% | -9.0% |
| 3Y | +97.7% | +75.0% | +22.7% | +81.5% |
| All | +97.7% | +73.4% | +24.4% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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