+212.0%
IAU vs DOC
+14.9%
+197.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.8% |
| 7D | +1.9% | +6.2% | -4.3% | +1.4% |
| 30D | -1.7% | +6.5% | -8.2% | -2.2% |
| 3M | -3.6% | -6.2% | +2.7% | -3.1% |
| 6M | -10.1% | +25.6% | -35.7% | -11.9% |
| YTD | -5.1% | +32.1% | -37.2% | -7.3% |
| 1Y | +2.6% | +20.3% | -17.7% | +0.9% |
| 3Y | +104.1% | +42.7% | +61.3% | +97.7% |
| 5Y | +122.8% | -22.2% | +145.0% | +123.4% |
| All | +212.0% | +14.9% | +197.1% | +206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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