+868.5%
IAU vs DTE
+758.0%
+110.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | +0.2% | -0.5% | +0.7% | +0.2% |
| 3M | +3.3% | -6.0% | +9.3% | +3.7% |
| 6M | -14.6% | -7.2% | -7.3% | -14.2% |
| YTD | +1.9% | +7.2% | -5.3% | +1.3% |
| 1Y | +20.9% | +4.1% | +16.8% | +20.4% |
| 3Y | +127.5% | +46.9% | +80.6% | +121.4% |
| 5Y | +141.9% | +32.9% | +109.0% | +136.6% |
| 10Y | +222.8% | +144.5% | +78.3% | +204.1% |
| All | +868.5% | +758.0% | +110.5% | +820.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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