+752.5%
IAU vs DAR
+1,181.5%
-428.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -2.8% |
| 7D | -5.5% | +9.2% | -14.7% | -5.7% |
| 30D | -7.0% | -12.3% | +5.3% | -6.6% |
| 3M | -12.3% | -12.7% | +0.4% | -12.0% |
| 6M | -17.9% | -12.8% | -5.2% | -17.7% |
| YTD | -10.3% | +53.8% | -64.1% | -11.8% |
| 1Y | -7.9% | +60.3% | -68.2% | -9.6% |
| 3Y | +98.7% | +31.7% | +66.9% | +95.2% |
| 5Y | +105.0% | -27.7% | +132.8% | +104.5% |
| 10Y | +207.7% | +309.8% | -102.1% | +187.1% |
| All | +752.5% | +1,181.5% | -428.9% | +678.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling