+219.7%
IAU vs PBR
+697.0%
-477.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.6% |
| 7D | -2.0% | +5.4% | -7.4% | -2.2% |
| 30D | -1.5% | +22.9% | -24.4% | -2.1% |
| 3M | +3.3% | +19.6% | -16.4% | +2.7% |
| 6M | -16.2% | +16.5% | -32.7% | -16.7% |
| YTD | +0.7% | +86.7% | -86.0% | -1.4% |
| 1Y | +19.2% | +74.7% | -55.5% | +17.0% |
| 3Y | +124.4% | +102.6% | +21.8% | +118.9% |
| 5Y | +140.0% | +566.6% | -426.5% | +128.2% |
| All | +219.7% | +697.0% | -477.3% | +194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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