+216.4%
IAU vs DAR
+290.1%
-73.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -1.3% |
| 7D | -2.0% | +3.6% | -5.6% | -2.1% |
| 30D | -4.4% | -11.3% | +6.8% | -4.1% |
| 3M | -8.9% | -13.1% | +4.2% | -8.6% |
| 6M | -15.9% | -15.1% | -0.8% | -15.6% |
| YTD | -7.8% | +50.5% | -58.3% | -9.4% |
| 1Y | -3.8% | +57.9% | -61.7% | -5.6% |
| 3Y | +104.3% | +28.9% | +75.4% | +100.6% |
| 5Y | +111.2% | -31.4% | +142.6% | +110.9% |
| 10Y | +216.4% | +301.0% | -84.6% | +202.0% |
| All | +216.4% | +290.1% | -73.6% | +202.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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