+213.0%
IAU vs M
-3.0%
+216.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.6% |
| 7D | +2.8% | +5.0% | -2.2% | +2.8% |
| 30D | -4.0% | +10.6% | -14.6% | -3.9% |
| 3M | -8.2% | +1.6% | -9.8% | -8.2% |
| 6M | -14.8% | +30.8% | -45.6% | -14.5% |
| YTD | -6.7% | +16.9% | -23.6% | -6.5% |
| 1Y | -2.2% | +26.3% | -28.5% | -2.0% |
| 3Y | +106.7% | +158.6% | -51.9% | +109.9% |
| 5Y | +114.8% | +2.1% | +112.7% | +115.6% |
| 10Y | +213.0% | -4.3% | +217.3% | +209.6% |
| All | +213.0% | -3.0% | +216.0% | +209.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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