+876.7%
IAU vs LII
+2,520.9%
-1,644.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | -0.5% | -0.7% | +0.2% | -0.5% |
| 30D | +4.4% | -12.6% | +17.0% | +4.8% |
| 3M | -1.1% | -24.4% | +23.4% | -0.3% |
| 6M | -13.7% | -28.7% | +15.0% | -13.0% |
| YTD | +2.7% | -19.1% | +21.9% | +3.2% |
| 1Y | +24.6% | -29.7% | +54.3% | +25.6% |
| 3Y | +126.8% | +4.8% | +122.1% | +126.1% |
| 5Y | +139.5% | +24.6% | +114.9% | +137.1% |
| 10Y | +226.3% | +169.2% | +57.0% | +217.3% |
| All | +876.7% | +2,520.9% | -1,644.2% | +754.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling