+213.0%
IAU vs PR
+65.1%
+147.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.6% | -2.6% |
| 7D | +2.8% | -9.5% | +12.3% | +2.8% |
| 30D | -4.0% | -5.7% | +1.7% | -4.0% |
| 3M | -8.2% | +3.0% | -11.2% | -8.2% |
| 6M | -14.8% | +11.8% | -26.6% | -14.8% |
| YTD | -6.7% | +58.5% | -65.2% | -6.9% |
| 1Y | -2.2% | +69.9% | -72.1% | -2.4% |
| 3Y | +106.7% | +84.9% | +21.8% | +106.2% |
| 5Y | +114.8% | +246.4% | -131.6% | +114.5% |
| 10Y | +213.0% | +70.3% | +142.7% | +221.0% |
| All | +213.0% | +65.1% | +147.9% | +221.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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