+222.8%
IAU vs IBB
+122.2%
+100.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +0.2% | -3.9% | +4.1% | +0.5% |
| 30D | +0.2% | +2.7% | -2.5% | 0.0% |
| 3M | +3.3% | +21.4% | -18.1% | +1.7% |
| 6M | -14.6% | +20.1% | -34.6% | -15.8% |
| YTD | +1.9% | +21.9% | -20.0% | +0.3% |
| 1Y | +20.9% | +44.1% | -23.3% | +17.9% |
| 3Y | +127.5% | +63.4% | +64.1% | +120.3% |
| 5Y | +141.9% | +19.8% | +122.2% | +136.7% |
| 10Y | +222.8% | +127.0% | +95.7% | +216.5% |
| All | +222.8% | +122.2% | +100.5% | +216.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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