+859.8%
IAU vs HRB
+312.1%
+547.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.7% | -1.8% |
| 7D | +0.7% | -9.1% | +9.8% | +0.6% |
| 30D | +0.3% | +0.3% | +0.1% | +0.4% |
| 3M | +0.7% | +23.4% | -22.7% | +1.1% |
| 6M | -15.5% | +45.1% | -60.6% | -14.9% |
| YTD | +1.0% | +8.9% | -7.9% | +1.3% |
| 1Y | +19.6% | -7.9% | +27.5% | +19.8% |
| 3Y | +125.4% | +27.9% | +97.5% | +127.2% |
| 5Y | +140.7% | +108.3% | +32.4% | +145.2% |
| 10Y | +218.1% | +208.4% | +9.7% | +228.6% |
| All | +859.8% | +312.1% | +547.7% | +897.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling