+876.7%
IAU vs IVZ
+468.0%
+408.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -0.5% | +0.6% | -1.2% | -0.5% |
| 30D | +4.4% | +4.0% | +0.4% | +4.4% |
| 3M | -1.1% | +18.2% | -19.2% | -1.2% |
| 6M | -13.7% | +32.8% | -46.5% | -13.9% |
| YTD | +2.7% | +28.7% | -26.0% | +2.5% |
| 1Y | +24.6% | +55.4% | -30.7% | +24.2% |
| 3Y | +126.8% | +135.2% | -8.4% | +125.4% |
| 5Y | +139.5% | +64.2% | +75.3% | +137.8% |
| 10Y | +226.3% | +64.6% | +161.6% | +225.0% |
| All | +876.7% | +468.0% | +408.7% | +800.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling