+123.2%
IAU vs INDA
+6.8%
+116.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.4% |
| 7D | -3.4% | -3.6% | +0.3% | -2.3% |
| 30D | -1.1% | -4.0% | +2.8% | 0.0% |
| 3M | +5.8% | +1.7% | +4.1% | +5.4% |
| 6M | -16.9% | -3.6% | -13.3% | -16.3% |
| YTD | +0.1% | -11.0% | +11.1% | +2.3% |
| 1Y | +18.4% | -9.5% | +27.9% | +20.5% |
| All | +123.2% | +6.8% | +116.4% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling