+210.7%
IAU vs IBN
+385.6%
-174.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -4.6% | +1.9% | -6.4% | -4.6% |
| 30D | -5.4% | +22.1% | -27.5% | -6.0% |
| 3M | -10.9% | +17.1% | -28.0% | -11.3% |
| 6M | -17.4% | +35.5% | -52.9% | -18.0% |
| YTD | -10.2% | +16.8% | -27.0% | -10.7% |
| 1Y | -7.1% | +12.4% | -19.4% | -7.5% |
| 3Y | +97.7% | +58.0% | +39.7% | +95.4% |
| 5Y | +105.3% | +73.7% | +31.6% | +102.7% |
| All | +210.7% | +385.6% | -174.9% | +204.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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