+139.3%
IAU vs QS
-74.9%
+214.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | -2.0% | -3.6% | +1.6% | -1.9% |
| 30D | -1.5% | -17.2% | +15.7% | -1.0% |
| 3M | +3.3% | -27.0% | +30.2% | +4.0% |
| 6M | -16.2% | -24.6% | +8.3% | -15.7% |
| YTD | +0.7% | -49.3% | +50.0% | +2.0% |
| 1Y | +19.2% | -40.3% | +59.6% | +20.4% |
| 3Y | +124.4% | -23.8% | +148.2% | +124.1% |
| All | +139.3% | -74.9% | +214.2% | +140.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling