+242.6%
IAU vs QSR
+203.9%
+38.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | -3.4% | -4.7% | +1.3% | -3.3% |
| 30D | -1.1% | +4.3% | -5.4% | -1.2% |
| 3M | +5.8% | +5.4% | +0.4% | +5.7% |
| 6M | -16.9% | +8.2% | -25.1% | -17.1% |
| YTD | +0.1% | +14.1% | -14.0% | -0.2% |
| 1Y | +18.4% | +28.1% | -9.7% | +17.7% |
| 3Y | +123.6% | +25.3% | +98.3% | +122.3% |
| 5Y | +138.7% | +40.4% | +98.4% | +137.0% |
| 10Y | +217.2% | +132.4% | +84.8% | +215.3% |
| All | +242.6% | +203.9% | +38.7% | +247.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling