+125.4%
IAU vs M
+120.4%
+5.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.7% |
| 7D | +0.7% | +2.4% | -1.6% | +0.7% |
| 30D | +0.3% | -11.6% | +11.9% | +0.6% |
| 3M | +0.7% | +1.6% | -0.9% | +0.6% |
| 6M | -15.5% | +25.2% | -40.7% | -15.8% |
| YTD | +1.0% | +3.8% | -2.8% | +0.8% |
| 1Y | +19.6% | +36.3% | -16.8% | +18.6% |
| 3Y | +125.4% | +116.3% | +9.1% | +124.8% |
| All | +125.4% | +120.4% | +5.0% | +124.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling