+219.7%
IAU vs IBN
+324.2%
-104.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.5% |
| 7D | -2.0% | -3.0% | +1.0% | -1.9% |
| 30D | -1.5% | -1.5% | 0.0% | -1.5% |
| 3M | +3.3% | +7.9% | -4.7% | +3.1% |
| 6M | -16.2% | +8.6% | -24.9% | -16.4% |
| YTD | +0.7% | -0.6% | +1.2% | +0.6% |
| 1Y | +19.2% | -7.3% | +26.6% | +19.3% |
| 3Y | +124.4% | +26.2% | +98.2% | +123.0% |
| 5Y | +140.0% | +57.8% | +82.2% | +137.8% |
| All | +219.7% | +324.2% | -104.5% | +214.1% |
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