+209.5%
IAU vs IP
+26.3%
+183.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -0.8% |
| 7D | +4.7% | -5.1% | +9.8% | +4.8% |
| 30D | -0.9% | +8.5% | -9.4% | -1.0% |
| 3M | -4.4% | -13.8% | +9.5% | -4.3% |
| 6M | -13.5% | +5.7% | -19.2% | -13.5% |
| YTD | -5.9% | -9.1% | +3.2% | -6.0% |
| 1Y | +1.9% | -0.8% | +2.7% | +1.9% |
| 3Y | +104.1% | +14.8% | +89.3% | +103.8% |
| 5Y | +121.0% | -11.5% | +132.5% | +119.9% |
| All | +209.5% | +26.3% | +183.2% | +207.7% |
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