+219.7%
IAU vs QSR
+135.2%
+84.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | -2.0% | -4.0% | +2.0% | -1.8% |
| 30D | -1.5% | +2.8% | -4.3% | -1.6% |
| 3M | +3.3% | +5.1% | -1.8% | +3.0% |
| 6M | -16.2% | +8.8% | -25.0% | -16.6% |
| YTD | +0.7% | +14.8% | -14.2% | 0.0% |
| 1Y | +19.2% | +25.7% | -6.5% | +18.0% |
| 3Y | +124.4% | +27.5% | +96.9% | +121.7% |
| 5Y | +140.0% | +41.3% | +98.8% | +136.1% |
| All | +219.7% | +135.2% | +84.5% | +197.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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