+216.7%
IAU vs RF
+277.2%
-60.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.9% |
| 7D | +4.9% | -0.1% | +5.0% | +4.9% |
| 30D | -1.4% | +7.0% | -8.4% | -1.2% |
| 3M | -4.8% | -7.0% | +2.2% | -4.9% |
| 6M | -12.5% | +6.8% | -19.3% | -12.4% |
| YTD | -4.2% | +9.9% | -14.1% | -4.0% |
| 1Y | +3.1% | +21.1% | -18.0% | +3.6% |
| 3Y | +110.0% | +119.6% | -9.6% | +114.6% |
| 5Y | +123.1% | +46.2% | +76.9% | +126.2% |
| 10Y | +216.7% | +261.5% | -44.8% | +250.7% |
| All | +216.7% | +277.2% | -60.5% | +250.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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