+794.6%
IAU vs RF
+72.1%
+722.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | +4.7% | -0.9% | +5.7% | +4.7% |
| 30D | -0.9% | +6.0% | -6.9% | -0.7% |
| 3M | -4.4% | -8.9% | +4.5% | -4.6% |
| 6M | -13.5% | +2.3% | -15.8% | -13.4% |
| YTD | -5.9% | +7.6% | -13.5% | -5.7% |
| 1Y | +1.9% | +21.2% | -19.3% | +2.5% |
| 3Y | +104.1% | +108.5% | -4.5% | +108.7% |
| 5Y | +121.0% | +43.2% | +77.8% | +124.6% |
| 10Y | +204.1% | +288.1% | -84.0% | +221.2% |
| All | +794.6% | +72.1% | +722.5% | +928.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling