+876.7%
IAU vs IWF
+1,223.3%
-346.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.5% | +0.5% | -1.1% | -0.5% |
| 30D | +4.4% | -0.4% | +4.8% | +4.5% |
| 3M | -1.1% | -2.6% | +1.6% | -0.9% |
| 6M | -13.7% | +9.1% | -22.9% | -14.2% |
| YTD | +2.7% | +4.5% | -1.7% | +2.4% |
| 1Y | +24.6% | +10.1% | +14.5% | +23.9% |
| 3Y | +126.8% | +77.6% | +49.2% | +119.4% |
| 5Y | +139.5% | +73.7% | +65.8% | +130.9% |
| 10Y | +226.3% | +411.5% | -185.3% | +199.3% |
| All | +876.7% | +1,223.3% | -346.6% | +714.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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