+876.7%
IAU vs IRM
+1,616.6%
-739.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -0.9% |
| 7D | -0.5% | -0.5% | -0.1% | -0.5% |
| 30D | +4.4% | -8.1% | +12.5% | +4.8% |
| 3M | -1.1% | -9.7% | +8.6% | -0.6% |
| 6M | -13.7% | +10.0% | -23.7% | -14.1% |
| YTD | +2.7% | +43.0% | -40.3% | +1.1% |
| 1Y | +24.6% | +32.7% | -8.0% | +22.9% |
| 3Y | +126.8% | +102.7% | +24.1% | +119.5% |
| 5Y | +139.5% | +187.6% | -48.1% | +128.4% |
| 10Y | +226.3% | +420.1% | -193.9% | +203.8% |
| All | +876.7% | +1,616.6% | -739.9% | +764.0% |
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