+222.8%
IAU vs M
-7.1%
+229.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +0.9% |
| 7D | +0.2% | -4.1% | +4.2% | +0.1% |
| 30D | +0.2% | -13.6% | +13.8% | +0.1% |
| 3M | +3.3% | -2.3% | +5.6% | +3.3% |
| 6M | -14.6% | +21.9% | -36.5% | -14.3% |
| YTD | +1.9% | -0.6% | +2.5% | +1.9% |
| 1Y | +20.9% | +29.7% | -8.8% | +21.3% |
| 3Y | +127.5% | +107.3% | +20.2% | +130.6% |
| 5Y | +141.9% | +20.5% | +121.4% | +144.6% |
| 10Y | +222.8% | -6.1% | +228.8% | +220.5% |
| All | +222.8% | -7.1% | +229.9% | +220.5% |
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