+140.7%
IAU vs REPL
-53.9%
+194.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.7% |
| 7D | +0.7% | -5.7% | +6.5% | +0.8% |
| 30D | +0.3% | +22.5% | -22.1% | +0.1% |
| 3M | +0.7% | +64.7% | -64.0% | -0.1% |
| 6M | -15.5% | +83.0% | -98.5% | -17.3% |
| YTD | +1.0% | +52.0% | -51.0% | -1.1% |
| 1Y | +19.6% | +144.5% | -125.0% | +16.0% |
| 3Y | +125.4% | -25.1% | +150.5% | +118.2% |
| 5Y | +140.7% | -52.9% | +193.6% | +133.9% |
| All | +140.7% | -53.9% | +194.6% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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