+876.7%
IAU vs M
+58.9%
+817.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.8% |
| 7D | -0.5% | +4.7% | -5.2% | -0.4% |
| 30D | +4.4% | -9.6% | +14.1% | +4.3% |
| 3M | -1.1% | +0.9% | -1.9% | -1.0% |
| 6M | -13.7% | +22.3% | -36.0% | -13.4% |
| YTD | +2.7% | +6.5% | -3.8% | +2.9% |
| 1Y | +24.6% | +38.8% | -14.1% | +25.4% |
| 3Y | +126.8% | +115.9% | +10.9% | +131.2% |
| 5Y | +139.5% | +28.6% | +110.9% | +143.4% |
| 10Y | +226.3% | -2.5% | +228.8% | +235.6% |
| All | +876.7% | +58.9% | +817.7% | +959.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling