+105.6%
IAU vs HIG
+110.6%
-5.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -4.6% | +2.6% | -7.2% | -4.5% |
| 30D | -5.4% | +4.2% | -9.6% | -5.3% |
| 3M | -10.9% | +0.2% | -11.1% | -10.9% |
| 6M | -17.4% | +4.6% | -22.0% | -17.2% |
| YTD | -10.2% | +1.1% | -11.3% | -10.1% |
| 1Y | -7.1% | +4.7% | -11.7% | -6.9% |
| 3Y | +97.7% | +95.5% | +2.3% | +97.7% |
| All | +105.6% | +110.6% | -5.1% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling