+139.3%
IAU vs DHI
+61.2%
+78.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | -2.0% | -3.4% | +1.4% | -1.8% |
| 30D | -1.5% | -5.4% | +3.9% | -1.2% |
| 3M | +3.3% | -10.4% | +13.7% | +3.8% |
| 6M | -16.2% | -2.8% | -13.5% | -16.2% |
| YTD | +0.7% | -3.4% | +4.1% | +0.7% |
| 1Y | +19.2% | -22.9% | +42.1% | +20.4% |
| 3Y | +124.4% | +20.7% | +103.7% | +120.5% |
| All | +139.3% | +61.2% | +78.1% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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