+123.2%
IAU vs QID
-73.3%
+196.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -1.5% |
| 7D | -3.4% | +2.7% | -6.1% | -3.1% |
| 30D | -1.1% | +3.3% | -4.4% | -0.8% |
| 3M | +5.8% | -5.5% | +11.4% | +5.7% |
| 6M | -16.9% | -28.4% | +11.5% | -18.3% |
| YTD | +0.1% | -26.6% | +26.7% | -1.3% |
| 1Y | +18.4% | -34.1% | +52.5% | +16.3% |
| All | +123.2% | -73.3% | +196.5% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 3y: compounded portfolio wealth divided by compounded QID 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…
3y analysis · Full analysis span regression · 6 months rolling