+794.6%
IAU vs IWD
+549.0%
+245.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +4.7% | -0.5% | +5.2% | +4.8% |
| 30D | -0.9% | +2.7% | -3.5% | -1.0% |
| 3M | -4.4% | +0.9% | -5.3% | -4.4% |
| 6M | -13.5% | +10.5% | -24.0% | -14.0% |
| YTD | -5.9% | +23.7% | -29.6% | -7.0% |
| 1Y | +1.9% | +28.7% | -26.8% | +0.5% |
| 3Y | +104.1% | +79.7% | +24.4% | +98.2% |
| 5Y | +121.0% | +69.7% | +51.3% | +114.8% |
| 10Y | +204.1% | +211.4% | -7.4% | +187.8% |
| All | +794.6% | +549.0% | +245.5% | +682.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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