+752.5%
IAU vs DRI
+1,532.5%
-780.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | -5.5% | -0.3% | -5.1% | -5.5% |
| 30D | -7.0% | +10.8% | -17.8% | -6.9% |
| 3M | -12.3% | +0.9% | -13.2% | -12.3% |
| 6M | -17.9% | +16.3% | -34.3% | -17.9% |
| YTD | -10.3% | +27.8% | -38.1% | -10.2% |
| 1Y | -7.9% | +33.9% | -41.8% | -7.7% |
| 3Y | +98.7% | +67.2% | +31.5% | +99.3% |
| 5Y | +105.0% | +79.0% | +26.1% | +105.9% |
| 10Y | +207.7% | +332.2% | -124.5% | +211.7% |
| All | +752.5% | +1,532.5% | -780.0% | +783.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling