+127.1%
IAU vs IVZ
+133.3%
-6.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +0.2% | +1.2% | -1.0% | +0.1% |
| 30D | +0.2% | +1.8% | -1.6% | +0.1% |
| 3M | +3.3% | +15.7% | -12.5% | +2.0% |
| 6M | -14.6% | +36.3% | -50.9% | -16.3% |
| YTD | +1.9% | +24.9% | -23.1% | 0.0% |
| 1Y | +20.9% | +48.9% | -28.1% | +17.7% |
| All | +127.1% | +133.3% | -6.2% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 3y: compounded portfolio wealth divided by compounded IVZ 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…
3y analysis · Full analysis span regression · 6 months rolling