+238.9%
IAU vs RACE
+658.9%
-420.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | +4.7% | +5.1% | -0.3% | +4.5% |
| 30D | -0.9% | +7.7% | -8.6% | -1.2% |
| 3M | -4.4% | +2.2% | -6.5% | -4.5% |
| 6M | -13.5% | +23.8% | -37.3% | -14.2% |
| YTD | -5.9% | +13.9% | -19.8% | -6.5% |
| 1Y | +1.9% | +3.8% | -1.9% | +1.5% |
| 3Y | +104.1% | +28.0% | +76.0% | +101.8% |
| 5Y | +121.0% | +64.9% | +56.1% | +116.6% |
| 10Y | +204.1% | +780.4% | -576.3% | +214.5% |
| All | +238.9% | +658.9% | -420.0% | +258.9% |
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