+794.6%
IAU vs LII
+2,203.7%
-1,409.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | +4.7% | -0.6% | +5.4% | +4.8% |
| 30D | -0.9% | -4.6% | +3.7% | -0.8% |
| 3M | -4.4% | -21.2% | +16.9% | -3.7% |
| 6M | -13.5% | -36.4% | +22.9% | -12.4% |
| YTD | -5.9% | -28.9% | +23.0% | -5.1% |
| 1Y | +1.9% | -29.5% | +31.4% | +2.8% |
| 3Y | +104.1% | -8.6% | +112.6% | +104.2% |
| 5Y | +121.0% | +20.2% | +100.8% | +119.1% |
| 10Y | +204.1% | +166.2% | +37.8% | +196.0% |
| All | +794.6% | +2,203.7% | -1,409.1% | +685.3% |
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