+139.3%
IAU vs IVZ
+61.1%
+78.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.5% |
| 7D | -2.0% | -2.4% | +0.4% | -1.9% |
| 30D | -1.5% | +3.0% | -4.6% | -1.7% |
| 3M | +3.3% | +14.9% | -11.6% | +2.4% |
| 6M | -16.2% | +36.7% | -53.0% | -17.6% |
| YTD | +0.7% | +25.7% | -25.0% | -0.8% |
| 1Y | +19.2% | +47.7% | -28.5% | +16.8% |
| 3Y | +124.4% | +138.8% | -14.4% | +114.7% |
| All | +139.3% | +61.1% | +78.2% | +125.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling