+219.7%
IAU vs OMC
+34.2%
+185.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | -2.0% | -4.4% | +2.4% | -2.1% |
| 30D | -1.5% | -7.6% | +6.1% | -1.6% |
| 3M | +3.3% | +4.5% | -1.3% | +3.3% |
| 6M | -16.2% | -0.3% | -16.0% | -16.2% |
| YTD | +0.7% | -0.1% | +0.8% | +0.7% |
| 1Y | +19.2% | +4.6% | +14.6% | +19.3% |
| 3Y | +124.4% | +10.5% | +114.0% | +124.8% |
| 5Y | +140.0% | +31.7% | +108.3% | +140.9% |
| All | +219.7% | +34.2% | +185.5% | +223.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling