+276.3%
IAU vs P
+485.4%
-209.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -0.5% | +6.5% | -7.1% | -0.7% |
| 30D | +4.4% | +18.8% | -14.4% | +3.9% |
| 3M | -1.1% | +26.7% | -27.8% | -1.7% |
| 6M | -13.7% | +62.2% | -75.9% | -14.8% |
| YTD | +2.7% | +48.5% | -45.8% | +1.6% |
| 1Y | +24.6% | +26.4% | -1.8% | +23.4% |
| 3Y | +126.8% | +159.4% | -32.6% | +121.6% |
| 5Y | +139.5% | +275.8% | -136.3% | +132.5% |
| 10Y | +226.3% | +732.0% | -505.8% | +215.2% |
| All | +276.3% | +485.4% | -209.0% | +268.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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