+210.3%
IAU vs IP
+19.1%
+191.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.8% |
| 7D | -5.5% | -0.9% | -4.6% | -5.5% |
| 30D | -7.0% | +6.7% | -13.7% | -7.1% |
| 3M | -12.3% | -16.6% | +4.3% | -12.2% |
| 6M | -17.9% | +6.0% | -23.9% | -17.9% |
| YTD | -10.3% | -10.7% | +0.3% | -10.4% |
| 1Y | -7.9% | -6.7% | -1.2% | -7.9% |
| 3Y | +98.7% | +17.1% | +81.5% | +98.4% |
| 5Y | +105.0% | -14.6% | +119.6% | +104.0% |
| All | +210.3% | +19.1% | +191.2% | +208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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