+876.7%
IAU vs IP
+129.4%
+747.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.9% |
| 7D | -0.5% | -5.3% | +4.8% | -0.4% |
| 30D | +4.4% | -10.9% | +15.3% | +4.7% |
| 3M | -1.1% | +11.2% | -12.2% | -1.3% |
| 6M | -13.7% | -10.2% | -3.5% | -13.7% |
| YTD | +2.7% | -2.0% | +4.7% | +2.6% |
| 1Y | +24.6% | -19.1% | +43.7% | +24.9% |
| 3Y | +126.8% | +20.9% | +106.0% | +124.6% |
| 5Y | +139.5% | -17.8% | +157.3% | +138.7% |
| 10Y | +226.3% | +23.5% | +202.7% | +220.6% |
| All | +876.7% | +129.4% | +747.3% | +824.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling