+859.8%
IAU vs ITW
+932.4%
-72.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | +0.7% | -0.4% | +1.2% | +0.8% |
| 30D | +0.3% | -9.4% | +9.8% | +0.6% |
| 3M | +0.7% | +7.1% | -6.4% | +0.5% |
| 6M | -15.5% | -1.9% | -13.6% | -15.5% |
| YTD | +1.0% | +10.4% | -9.5% | +0.7% |
| 1Y | +19.6% | +3.3% | +16.3% | +19.4% |
| 3Y | +125.4% | +21.0% | +104.4% | +124.2% |
| 5Y | +140.7% | +36.3% | +104.4% | +138.5% |
| 10Y | +218.1% | +185.8% | +32.3% | +210.1% |
| All | +859.8% | +932.4% | -72.6% | +775.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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