+219.7%
IAU vs IAG
+427.6%
-207.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -2.0% | -1.1% | -0.9% | -1.8% |
| 30D | -1.5% | +12.1% | -13.7% | -3.5% |
| 3M | +3.3% | +25.5% | -22.3% | -1.1% |
| 6M | -16.2% | -7.1% | -9.1% | -16.1% |
| YTD | +0.7% | +22.9% | -22.2% | -3.7% |
| 1Y | +19.2% | +83.3% | -64.1% | +7.0% |
| 3Y | +124.4% | +808.5% | -684.1% | +54.2% |
| 5Y | +140.0% | +838.0% | -697.9% | +56.5% |
| All | +219.7% | +427.6% | -207.9% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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