+876.7%
IAU vs IBN
+1,025.1%
-148.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -0.5% | +1.4% | -1.9% | -0.6% |
| 30D | +4.4% | -0.3% | +4.8% | +4.4% |
| 3M | -1.1% | +17.1% | -18.2% | -1.6% |
| 6M | -13.7% | +3.4% | -17.1% | -13.8% |
| YTD | +2.7% | +2.5% | +0.2% | +2.6% |
| 1Y | +24.6% | -4.2% | +28.8% | +24.7% |
| 3Y | +126.8% | +32.4% | +94.5% | +124.3% |
| 5Y | +139.5% | +59.2% | +80.3% | +134.9% |
| 10Y | +226.3% | +345.7% | -119.4% | +205.6% |
| All | +876.7% | +1,025.1% | -148.4% | +739.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling