+216.4%
IAU vs DRI
+339.9%
-123.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.1% |
| 7D | -2.0% | -0.7% | -1.2% | -2.0% |
| 30D | -4.4% | +14.7% | -19.1% | -4.6% |
| 3M | -8.9% | +5.4% | -14.3% | -8.9% |
| 6M | -15.9% | +18.8% | -34.8% | -16.1% |
| YTD | -7.8% | +28.4% | -36.1% | -8.0% |
| 1Y | -3.8% | +37.7% | -41.4% | -4.0% |
| 3Y | +104.3% | +68.0% | +36.4% | +103.3% |
| 5Y | +111.2% | +78.8% | +32.4% | +109.9% |
| 10Y | +216.4% | +334.2% | -117.7% | +210.5% |
| All | +216.4% | +339.9% | -123.4% | +210.5% |
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