+218.0%
IAU vs IRM
+430.1%
-212.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.6% |
| 7D | -3.4% | -1.8% | -1.6% | -3.2% |
| 30D | -1.1% | -7.8% | +6.6% | -0.5% |
| 3M | +5.8% | -7.9% | +13.7% | +6.5% |
| 6M | -16.9% | +6.3% | -23.3% | -17.4% |
| YTD | +0.1% | +38.2% | -38.0% | -2.3% |
| 1Y | +18.4% | +19.8% | -1.4% | +16.6% |
| 3Y | +123.6% | +98.8% | +24.8% | +111.7% |
| 5Y | +138.7% | +191.8% | -53.0% | +120.2% |
| All | +218.0% | +430.1% | -212.1% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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