+210.3%
IAU vs RBA
+204.3%
+6.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.7% |
| 7D | -5.5% | -0.5% | -4.9% | -5.4% |
| 30D | -7.0% | +6.8% | -13.8% | -7.2% |
| 3M | -12.3% | +9.5% | -21.7% | -12.6% |
| 6M | -17.9% | -8.2% | -9.7% | -17.8% |
| YTD | -10.3% | -7.7% | -2.6% | -10.2% |
| 1Y | -7.9% | -6.9% | -1.0% | -7.9% |
| 3Y | +98.7% | +61.6% | +37.0% | +93.8% |
| 5Y | +105.0% | +44.7% | +60.3% | +100.6% |
| All | +210.3% | +204.3% | +6.0% | +197.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling