+222.8%
IAU vs RL
+297.6%
-74.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +0.9% |
| 7D | +0.2% | -0.3% | +0.4% | +0.2% |
| 30D | +0.2% | -17.5% | +17.7% | +0.3% |
| 3M | +3.3% | -14.0% | +17.3% | +3.3% |
| 6M | -14.6% | -2.0% | -12.6% | -14.5% |
| YTD | +1.9% | -4.6% | +6.5% | +1.9% |
| 1Y | +20.9% | +9.5% | +11.4% | +21.0% |
| 3Y | +127.5% | +200.5% | -73.0% | +130.4% |
| 5Y | +141.9% | +226.3% | -84.3% | +145.5% |
| 10Y | +222.8% | +304.8% | -82.0% | +237.5% |
| All | +222.8% | +297.6% | -74.8% | +237.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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