+270.0%
IAU vs RACE
+647.6%
-377.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.8% |
| 7D | -0.5% | -2.5% | +2.0% | -0.4% |
| 30D | +4.4% | +0.8% | +3.7% | +4.4% |
| 3M | -1.1% | +17.2% | -18.2% | -1.6% |
| 6M | -13.7% | +13.6% | -27.3% | -14.2% |
| YTD | +2.7% | +12.2% | -9.5% | +2.2% |
| 1Y | +24.6% | -16.3% | +40.9% | +24.9% |
| 3Y | +126.8% | +36.4% | +90.4% | +124.1% |
| 5Y | +139.5% | +95.0% | +44.5% | +134.5% |
| 10Y | +226.3% | +813.2% | -587.0% | +238.4% |
| All | +270.0% | +647.6% | -377.6% | +292.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling