+210.7%
IAU vs DRI
+331.7%
-121.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -4.6% | +1.1% | -5.6% | -4.6% |
| 30D | -5.4% | +9.7% | -15.1% | -5.5% |
| 3M | -10.9% | +3.2% | -14.1% | -10.9% |
| 6M | -17.4% | +20.6% | -37.9% | -17.5% |
| YTD | -10.2% | +28.3% | -38.5% | -10.4% |
| 1Y | -7.1% | +34.5% | -41.6% | -7.3% |
| 3Y | +97.7% | +66.5% | +31.2% | +96.7% |
| 5Y | +105.3% | +79.6% | +25.6% | +103.9% |
| All | +210.7% | +331.7% | -121.1% | +202.0% |
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