+97.7%
IAU vs KEY
+127.6%
-29.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -4.6% | +2.9% | -7.5% | -4.7% |
| 30D | -5.4% | +8.4% | -13.9% | -5.7% |
| 3M | -10.9% | -5.8% | -5.1% | -10.8% |
| 6M | -17.4% | +5.4% | -22.8% | -17.5% |
| YTD | -10.2% | +7.1% | -17.3% | -10.4% |
| 1Y | -7.1% | +26.8% | -33.9% | -7.4% |
| 3Y | +97.7% | +128.7% | -31.0% | +84.9% |
| All | +97.7% | +127.6% | -29.9% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 3y: compounded portfolio wealth divided by compounded KEY 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…
3y analysis · Full analysis span regression · 6 months rolling