+218.0%
IAU vs DD
+67.0%
+150.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -3.4% | -2.9% | -0.5% | -3.2% |
| 30D | -1.1% | -11.5% | +10.4% | -0.5% |
| 3M | +5.8% | -5.4% | +11.2% | +6.2% |
| 6M | -16.9% | -6.9% | -10.0% | -16.6% |
| YTD | +0.1% | +6.9% | -6.8% | +0.1% |
| 1Y | +18.4% | +35.6% | -17.2% | +17.6% |
| 3Y | +123.6% | +42.5% | +81.0% | +121.2% |
| 5Y | +138.7% | +58.5% | +80.3% | +134.9% |
| All | +218.0% | +67.0% | +150.9% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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