+124.4%
IAU vs QSR
+25.8%
+98.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | -2.0% | -4.0% | +2.0% | -1.7% |
| 30D | -1.5% | +2.8% | -4.3% | -1.7% |
| 3M | +3.3% | +5.1% | -1.8% | +2.9% |
| 6M | -16.2% | +8.8% | -25.0% | -17.0% |
| YTD | +0.7% | +14.8% | -14.2% | -0.7% |
| 1Y | +19.2% | +25.7% | -6.5% | +16.5% |
| 3Y | +124.4% | +27.5% | +96.9% | +117.7% |
| All | +124.4% | +25.8% | +98.6% | +117.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling