+216.7%
IAU vs IP
+31.6%
+185.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.8% |
| 7D | +4.9% | -3.0% | +7.9% | +4.9% |
| 30D | -1.4% | +10.6% | -12.0% | -1.5% |
| 3M | -4.8% | -13.6% | +8.8% | -4.7% |
| 6M | -12.5% | +10.4% | -22.9% | -12.5% |
| YTD | -4.2% | -6.5% | +2.3% | -4.3% |
| 1Y | +3.1% | -2.1% | +5.2% | +3.0% |
| 3Y | +110.0% | +22.0% | +88.0% | +109.6% |
| 5Y | +123.1% | -9.7% | +132.8% | +121.9% |
| 10Y | +216.7% | +26.8% | +189.9% | +213.8% |
| All | +216.7% | +31.6% | +185.1% | +213.8% |
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