+876.7%
IAU vs IBB
+834.7%
+42.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -0.5% | +1.4% | -1.9% | -0.6% |
| 30D | +4.4% | +10.5% | -6.1% | +4.1% |
| 3M | -1.1% | +23.6% | -24.7% | -1.8% |
| 6M | -13.7% | +22.6% | -36.3% | -14.3% |
| YTD | +2.7% | +25.7% | -22.9% | +2.0% |
| 1Y | +24.6% | +51.4% | -26.7% | +23.2% |
| 3Y | +126.8% | +64.4% | +62.5% | +123.8% |
| 5Y | +139.5% | +22.1% | +117.3% | +136.8% |
| 10Y | +226.3% | +132.5% | +93.8% | +222.1% |
| All | +876.7% | +834.7% | +42.0% | +803.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling