+18.4%
IAU vs DD
+35.1%
-16.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -3.4% | -2.9% | -0.5% | -2.6% |
| 30D | -1.1% | -11.5% | +10.4% | +2.4% |
| 3M | +5.8% | -5.4% | +11.2% | +7.5% |
| 6M | -16.9% | -6.9% | -10.0% | -15.2% |
| YTD | +0.1% | +6.9% | -6.8% | +1.4% |
| 1Y | +18.4% | +35.6% | -17.2% | +20.2% |
| All | +18.4% | +35.1% | -16.7% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling