+876.7%
IAU vs RF
+85.0%
+791.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -0.5% | +1.3% | -1.8% | -0.5% |
| 30D | +4.4% | -3.6% | +8.0% | +4.3% |
| 3M | -1.1% | +8.1% | -9.1% | -0.8% |
| 6M | -13.7% | +11.5% | -25.2% | -13.5% |
| YTD | +2.7% | +15.6% | -12.8% | +3.2% |
| 1Y | +24.6% | +15.7% | +9.0% | +25.2% |
| 3Y | +126.8% | +86.9% | +40.0% | +131.4% |
| 5Y | +139.5% | +89.8% | +49.7% | +145.3% |
| 10Y | +226.3% | +344.7% | -118.4% | +245.9% |
| All | +876.7% | +85.0% | +791.7% | +1,024.5% |
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