+138.7%
IAU vs INDA
+4.5%
+134.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.5% |
| 7D | -3.4% | -3.6% | +0.3% | -2.7% |
| 30D | -1.1% | -4.0% | +2.8% | -0.3% |
| 3M | +5.8% | +1.7% | +4.1% | +5.6% |
| 6M | -16.9% | -3.6% | -13.3% | -16.5% |
| YTD | +0.1% | -11.0% | +11.1% | +1.7% |
| 1Y | +18.4% | -9.5% | +27.9% | +19.9% |
| 3Y | +123.6% | +7.6% | +115.9% | +122.4% |
| 5Y | +138.7% | +4.8% | +134.0% | +137.9% |
| All | +138.7% | +4.5% | +134.3% | +137.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling