+776.9%
IAU vs M
+72.8%
+704.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.2% |
| 7D | -2.0% | -3.3% | +1.3% | -2.0% |
| 30D | -4.4% | +8.1% | -12.5% | -4.3% |
| 3M | -8.9% | +2.2% | -11.1% | -8.9% |
| 6M | -15.9% | +35.1% | -51.1% | -15.5% |
| YTD | -7.8% | +15.8% | -23.6% | -7.5% |
| 1Y | -3.8% | +25.8% | -29.6% | -3.3% |
| 3Y | +104.3% | +156.2% | -51.9% | +108.9% |
| 5Y | +111.2% | -2.4% | +113.6% | +112.9% |
| 10Y | +216.4% | -7.1% | +223.6% | +224.9% |
| All | +776.9% | +72.8% | +704.1% | +852.3% |
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