+105.0%
IAU vs RF
+45.4%
+59.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | -5.5% | +0.4% | -5.8% | -5.5% |
| 30D | -7.0% | +5.6% | -12.5% | -6.9% |
| 3M | -12.3% | -8.9% | -3.4% | -12.4% |
| 6M | -17.9% | +7.1% | -25.0% | -17.9% |
| YTD | -10.3% | +8.3% | -18.6% | -10.3% |
| 1Y | -7.9% | +16.8% | -24.7% | -7.7% |
| 3Y | +98.7% | +115.0% | -16.3% | +101.6% |
| 5Y | +105.0% | +46.4% | +58.6% | +104.4% |
| All | +105.0% | +45.4% | +59.7% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling