+139.3%
IAU vs IT
-42.9%
+182.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.7% | +0.6% |
| 7D | -2.0% | -3.7% | +1.6% | -2.0% |
| 30D | -1.5% | +0.1% | -1.6% | -1.5% |
| 3M | +3.3% | +20.7% | -17.4% | +3.7% |
| 6M | -16.2% | +12.0% | -28.2% | -15.9% |
| YTD | +0.7% | -28.8% | +29.5% | +1.6% |
| 1Y | +19.2% | -25.5% | +44.8% | +20.1% |
| 3Y | +124.4% | -48.8% | +173.2% | +128.8% |
| All | +139.3% | -42.9% | +182.3% | +144.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling