+138.7%
IAU vs DRI
+63.5%
+75.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.7% |
| 7D | -3.4% | -4.8% | +1.5% | -3.3% |
| 30D | -1.1% | -5.2% | +4.1% | -1.0% |
| 3M | +5.8% | +2.7% | +3.1% | +5.8% |
| 6M | -16.9% | +3.6% | -20.6% | -17.0% |
| YTD | +0.1% | +15.4% | -15.3% | -0.1% |
| 1Y | +18.4% | +1.3% | +17.1% | +18.3% |
| 3Y | +123.6% | +53.1% | +70.5% | +121.1% |
| 5Y | +138.7% | +64.6% | +74.2% | +133.9% |
| All | +138.7% | +63.5% | +75.3% | +133.9% |
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