+219.7%
IAU vs HIG
+313.7%
-94.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.5% |
| 7D | -2.0% | -1.5% | -0.6% | -2.0% |
| 30D | -1.5% | -0.4% | -1.2% | -1.5% |
| 3M | +3.3% | +6.7% | -3.4% | +3.4% |
| 6M | -16.2% | +2.0% | -18.2% | -16.2% |
| YTD | +0.7% | +0.3% | +0.4% | +0.7% |
| 1Y | +19.2% | +4.2% | +15.0% | +19.3% |
| 3Y | +124.4% | +102.2% | +22.2% | +126.0% |
| 5Y | +140.0% | +118.5% | +21.5% | +142.2% |
| All | +219.7% | +313.7% | -94.0% | +247.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling