+253.0%
IAU vs REPL
-6.0%
+259.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -0.5% | -3.0% | +2.5% | -0.5% |
| 30D | +4.4% | +27.1% | -22.7% | +4.1% |
| 3M | -1.1% | +52.4% | -53.4% | -1.8% |
| 6M | -13.7% | +107.4% | -121.2% | -15.7% |
| YTD | +2.7% | +54.7% | -52.0% | +0.6% |
| 1Y | +24.6% | +158.9% | -134.2% | +20.8% |
| 3Y | +126.8% | -23.7% | +150.6% | +119.3% |
| 5Y | +139.5% | -54.3% | +193.8% | +132.3% |
| All | +253.0% | -6.0% | +259.0% | +238.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling