+105.0%
IAU vs IRM
+188.8%
-83.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.0% |
| 7D | -5.5% | +8.6% | -14.1% | -6.4% |
| 30D | -7.0% | 0.0% | -7.0% | -7.1% |
| 3M | -12.3% | -7.1% | -5.1% | -11.7% |
| 6M | -17.9% | -7.9% | -10.1% | -17.4% |
| YTD | -10.3% | +41.3% | -51.6% | -13.6% |
| 1Y | -7.9% | +20.7% | -28.6% | -9.9% |
| 3Y | +98.7% | +112.2% | -13.5% | +81.6% |
| 5Y | +105.0% | +191.2% | -86.2% | +83.4% |
| All | +105.0% | +188.8% | -83.8% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling