+216.9%
IAU vs DBX
+16.6%
+200.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.7% |
| 7D | +0.7% | -1.3% | +2.1% | +0.8% |
| 30D | +0.3% | -2.9% | +3.2% | +0.4% |
| 3M | +0.7% | +23.8% | -23.1% | +0.4% |
| 6M | -15.5% | +26.2% | -41.7% | -15.8% |
| YTD | +1.0% | +21.6% | -20.7% | +0.7% |
| 1Y | +19.6% | +11.4% | +8.1% | +19.4% |
| 3Y | +125.4% | +21.3% | +104.2% | +124.2% |
| 5Y | +140.7% | +6.7% | +134.1% | +139.4% |
| All | +216.9% | +16.6% | +200.3% | +213.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling