+125.4%
IAU vs DRI
+56.7%
+68.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.7% |
| 7D | +0.7% | -1.2% | +2.0% | +0.8% |
| 30D | +0.3% | -0.4% | +0.7% | +0.4% |
| 3M | +0.7% | +9.5% | -8.8% | +0.6% |
| 6M | -15.5% | +6.5% | -22.0% | -15.5% |
| YTD | +1.0% | +18.4% | -17.5% | +0.7% |
| 1Y | +19.6% | +4.2% | +15.4% | +19.4% |
| 3Y | +125.4% | +57.1% | +68.4% | +120.2% |
| All | +125.4% | +56.7% | +68.8% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling