-5.3%
IAU vs IRE
-97.4%
+92.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.1% | -13.3% | -1.6% |
| 7D | -2.0% | -15.1% | +13.2% | -1.9% |
| 30D | -4.4% | -71.4% | +66.9% | -0.6% |
| 3M | -8.9% | -81.2% | +72.3% | -4.1% |
| 6M | -15.9% | -93.7% | +77.8% | -9.3% |
| YTD | -7.8% | -92.2% | +84.5% | -3.3% |
| All | -5.3% | -97.4% | +92.1% | +1.5% |
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