+24.6%
IAU vs DRI
+6.9%
+17.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -0.5% | +0.6% | -1.1% | -0.5% |
| 30D | +4.4% | +3.8% | +0.6% | +4.4% |
| 3M | -1.1% | +13.0% | -14.1% | -1.2% |
| 6M | -13.7% | +8.3% | -22.0% | -13.7% |
| YTD | +2.7% | +20.6% | -17.9% | +1.9% |
| 1Y | +24.6% | +6.5% | +18.2% | +24.8% |
| All | +24.6% | +6.9% | +17.7% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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