+753.6%
IAU vs IRM
+1,583.9%
-830.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -4.6% | +6.8% | -11.4% | -4.9% |
| 30D | -5.4% | +2.6% | -8.0% | -5.6% |
| 3M | -10.9% | -9.5% | -1.4% | -10.5% |
| 6M | -17.4% | -8.5% | -8.9% | -17.1% |
| YTD | -10.2% | +40.3% | -50.5% | -11.6% |
| 1Y | -7.1% | +28.7% | -35.7% | -8.2% |
| 3Y | +97.7% | +111.8% | -14.1% | +91.0% |
| 5Y | +105.3% | +189.1% | -83.8% | +95.7% |
| 10Y | +208.0% | +519.8% | -311.8% | +185.7% |
| All | +753.6% | +1,583.9% | -830.3% | +655.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling