+127.1%
IAU vs IAG
+817.0%
-689.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.4% |
| 7D | +0.2% | +1.7% | -1.5% | -0.2% |
| 30D | +0.2% | +11.4% | -11.2% | -2.5% |
| 3M | +3.3% | +33.0% | -29.8% | -4.2% |
| 6M | -14.6% | -6.0% | -8.6% | -14.8% |
| YTD | +1.9% | +24.6% | -22.7% | -4.3% |
| 1Y | +20.9% | +105.0% | -84.1% | +3.3% |
| All | +127.1% | +817.0% | -689.9% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling