+218.1%
IAU vs LII
+167.7%
+50.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.7% |
| 7D | +0.7% | +2.1% | -1.4% | +0.6% |
| 30D | +0.3% | -12.4% | +12.7% | +0.9% |
| 3M | +0.7% | -24.8% | +25.5% | +1.8% |
| 6M | -15.5% | -25.2% | +9.7% | -14.7% |
| YTD | +1.0% | -20.3% | +21.2% | +1.7% |
| 1Y | +19.6% | -32.9% | +52.5% | +21.0% |
| 3Y | +125.4% | +2.0% | +123.4% | +125.1% |
| 5Y | +140.7% | +24.4% | +116.3% | +138.2% |
| 10Y | +218.1% | +167.2% | +50.9% | +218.0% |
| All | +218.1% | +167.7% | +50.4% | +218.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling