+122.8%
IAU vs DECK
+25.8%
+97.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +0.8% |
| 7D | +1.9% | +6.0% | -4.1% | +1.9% |
| 30D | -1.7% | +7.4% | -9.2% | -1.7% |
| 3M | -3.6% | -11.7% | +8.1% | -3.7% |
| 6M | -10.1% | -11.0% | +0.8% | -10.2% |
| YTD | -5.1% | -15.4% | +10.2% | -5.1% |
| 1Y | +2.6% | +7.2% | -4.7% | +2.7% |
| 3Y | +104.1% | -11.8% | +115.9% | +104.8% |
| 5Y | +122.8% | +24.3% | +98.5% | +126.2% |
| All | +122.8% | +25.8% | +97.0% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 5y: compounded portfolio wealth divided by compounded DECK 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…
5y analysis · Full analysis span regression · 6 months rolling