+114.8%
IAU vs DRI
+75.0%
+39.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | +2.8% | +4.2% | -1.4% | +2.7% |
| 30D | -4.0% | +15.7% | -19.7% | -4.3% |
| 3M | -8.2% | +5.8% | -14.0% | -8.3% |
| 6M | -14.8% | +18.4% | -33.2% | -15.1% |
| YTD | -6.7% | +28.2% | -34.9% | -7.2% |
| 1Y | -2.2% | +35.9% | -38.1% | -2.9% |
| 3Y | +106.7% | +67.7% | +39.0% | +103.3% |
| 5Y | +114.8% | +77.9% | +36.9% | +108.1% |
| All | +114.8% | +75.0% | +39.8% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling