+2.9%
IAU vs IRE
-97.6%
+100.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -23.2% | +26.9% | +4.6% |
| 7D | -0.3% | -46.8% | +46.6% | +2.0% |
| 30D | -1.9% | -75.5% | +73.6% | +3.2% |
| 3M | -0.4% | -79.4% | +79.0% | +4.7% |
| 6M | -10.1% | -91.3% | +81.2% | -4.6% |
| YTD | -5.9% | -90.8% | +84.9% | -1.4% |
| 1Y | +2.9% | -97.7% | +100.6% | +10.8% |
| All | +2.9% | -97.6% | +100.5% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling