+138.7%
IAU vs HRB
+109.9%
+28.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | -3.4% | -12.2% | +8.8% | -3.5% |
| 30D | -1.1% | -3.0% | +1.9% | -1.1% |
| 3M | +5.8% | +21.7% | -15.9% | +6.3% |
| 6M | -16.9% | +52.3% | -69.3% | -16.3% |
| YTD | +0.1% | +6.5% | -6.4% | +0.7% |
| 1Y | +18.4% | -6.7% | +25.1% | +19.2% |
| 3Y | +123.6% | +25.1% | +98.5% | +125.9% |
| 5Y | +138.7% | +113.8% | +25.0% | +146.3% |
| All | +138.7% | +109.9% | +28.9% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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