+2.9%
IAU vs OMC
+24.5%
-21.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.6% | +3.8% |
| 7D | -0.3% | +12.5% | -12.8% | +0.3% |
| 30D | -1.9% | +16.3% | -18.2% | -1.2% |
| 3M | -0.4% | +8.1% | -8.5% | -0.1% |
| 6M | -10.1% | +17.2% | -27.3% | -9.5% |
| YTD | -5.9% | +11.8% | -17.7% | -6.7% |
| 1Y | +2.9% | +23.9% | -21.0% | +2.4% |
| All | +2.9% | +24.5% | -21.6% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling