+219.7%
IAU vs DRI
+353.8%
-134.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.5% |
| 7D | -2.0% | -3.2% | +1.2% | -2.0% |
| 30D | -1.5% | -7.8% | +6.3% | -1.5% |
| 3M | +3.3% | +0.4% | +2.9% | +3.3% |
| 6M | -16.2% | +4.8% | -21.0% | -16.3% |
| YTD | +0.7% | +16.7% | -16.1% | +0.6% |
| 1Y | +19.2% | +1.5% | +17.8% | +19.2% |
| 3Y | +124.4% | +56.3% | +68.2% | +123.5% |
| 5Y | +140.0% | +66.4% | +73.6% | +138.8% |
| All | +219.7% | +353.8% | -134.2% | +213.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling