+120.1%
IAU vs IP
-12.0%
+132.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -0.8% |
| 7D | +4.7% | -5.1% | +9.8% | +4.9% |
| 30D | -0.9% | +8.5% | -9.4% | -1.2% |
| 3M | -4.4% | -13.8% | +9.5% | -4.0% |
| 6M | -13.5% | +5.7% | -19.2% | -13.7% |
| YTD | -5.9% | -9.1% | +3.2% | -6.0% |
| 1Y | +1.9% | -0.8% | +2.7% | +1.8% |
| 3Y | +104.1% | +14.8% | +89.3% | +99.9% |
| All | +120.1% | -12.0% | +132.1% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling