+216.4%
IAU vs RF
+241.0%
-24.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.2% |
| 7D | -2.0% | -1.3% | -0.6% | -2.0% |
| 30D | -4.4% | +4.6% | -9.1% | -4.3% |
| 3M | -8.9% | -8.4% | -0.4% | -9.1% |
| 6M | -15.9% | +8.9% | -24.8% | -15.8% |
| YTD | -7.8% | +8.8% | -16.6% | -7.6% |
| 1Y | -3.8% | +18.9% | -22.7% | -3.4% |
| 3Y | +104.3% | +116.0% | -11.6% | +108.5% |
| 5Y | +111.2% | +46.0% | +65.2% | +114.1% |
| 10Y | +216.4% | +231.7% | -15.3% | +242.8% |
| All | +216.4% | +241.0% | -24.6% | +242.8% |
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