-17.4%
IAU vs IVZ
+4.5%
-21.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.6% |
| 7D | -4.6% | +7.6% | -12.2% | -6.8% |
| 30D | -5.4% | +4.3% | -9.8% | -7.1% |
| 3M | -10.9% | -9.3% | -1.5% | -8.2% |
| 6M | -17.4% | +5.2% | -22.6% | -20.4% |
| All | -17.4% | +4.5% | -21.8% | -20.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling