+114.7%
IAU vs QS
-47.4%
+162.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.7% |
| 7D | -3.4% | -5.0% | +1.6% | -3.3% |
| 30D | -1.1% | -18.3% | +17.2% | -0.9% |
| 3M | +5.8% | -26.0% | +31.8% | +6.1% |
| 6M | -16.9% | -24.0% | +7.1% | -16.7% |
| YTD | +0.1% | -50.3% | +50.4% | +0.6% |
| 1Y | +18.4% | -38.0% | +56.4% | +19.0% |
| 3Y | +123.6% | -24.6% | +148.2% | +124.5% |
| 5Y | +138.7% | -75.4% | +214.2% | +138.9% |
| All | +114.7% | -47.4% | +162.1% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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