+124.4%
IAU vs DBX
+27.0%
+97.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.5% |
| 7D | -2.0% | +2.1% | -4.1% | -2.0% |
| 30D | -1.5% | +5.7% | -7.3% | -1.5% |
| 3M | +3.3% | +31.8% | -28.5% | +3.4% |
| 6M | -16.2% | +37.5% | -53.7% | -16.0% |
| YTD | +0.7% | +27.9% | -27.2% | +1.0% |
| 1Y | +19.2% | +15.0% | +4.2% | +19.8% |
| 3Y | +124.4% | +27.2% | +97.2% | +126.1% |
| All | +124.4% | +27.0% | +97.4% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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