+210.7%
IAU vs IT
+90.0%
+120.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -4.6% | +1.1% | -5.7% | -4.6% |
| 30D | -5.4% | -1.8% | -3.6% | -5.4% |
| 3M | -10.9% | +4.8% | -15.7% | -10.9% |
| 6M | -17.4% | +33.0% | -50.4% | -17.3% |
| YTD | -10.2% | -23.8% | +13.6% | -9.7% |
| 1Y | -7.1% | -16.5% | +9.5% | -6.7% |
| 3Y | +97.7% | -53.6% | +151.4% | +101.1% |
| 5Y | +105.3% | -42.1% | +147.4% | +107.3% |
| All | +210.7% | +90.0% | +120.7% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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