+97.7%
IAU vs IVZ
+152.3%
-54.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.1% |
| 7D | -4.6% | +7.6% | -12.2% | -5.3% |
| 30D | -5.4% | +4.3% | -9.8% | -5.9% |
| 3M | -10.9% | -9.3% | -1.5% | -10.2% |
| 6M | -17.4% | +5.2% | -22.6% | -17.8% |
| YTD | -10.2% | +13.4% | -23.7% | -11.3% |
| 1Y | -7.1% | +25.4% | -32.4% | -8.6% |
| 3Y | +97.7% | +152.5% | -54.8% | +81.4% |
| All | +97.7% | +152.3% | -54.6% | +81.4% |
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