+216.7%
IAU vs PLUG
+25.0%
+191.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.6% | +1.8% |
| 7D | +4.9% | +14.5% | -9.6% | +4.6% |
| 30D | -1.4% | -10.7% | +9.3% | -1.2% |
| 3M | -4.8% | -31.2% | +26.4% | -4.3% |
| 6M | -12.5% | -51.9% | +39.4% | -11.6% |
| YTD | -4.2% | -23.9% | +19.7% | -4.0% |
| 1Y | +3.1% | -43.4% | +46.5% | +3.6% |
| 3Y | +110.0% | -74.7% | +184.7% | +110.5% |
| 5Y | +123.1% | -96.3% | +219.4% | +126.1% |
| 10Y | +216.7% | +20.0% | +196.7% | +215.8% |
| All | +216.7% | +25.0% | +191.7% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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