+105.6%
IAU vs RACE
+64.4%
+41.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | -4.6% | -1.2% | -3.4% | -4.5% |
| 30D | -5.4% | +6.1% | -11.6% | -5.9% |
| 3M | -10.9% | -0.3% | -10.6% | -10.9% |
| 6M | -17.4% | +23.4% | -40.8% | -18.7% |
| YTD | -10.2% | +12.5% | -22.7% | -11.2% |
| 1Y | -7.1% | -0.5% | -6.6% | -7.4% |
| 3Y | +97.7% | +23.6% | +74.1% | +92.3% |
| All | +105.6% | +64.4% | +41.2% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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