+859.8%
IAU vs RMBS
+381.9%
+477.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.8% |
| 7D | +0.7% | +3.0% | -2.2% | +0.7% |
| 30D | +0.3% | -14.4% | +14.7% | +0.6% |
| 3M | +0.7% | -42.8% | +43.5% | +1.5% |
| 6M | -15.5% | -1.4% | -14.1% | -15.5% |
| YTD | +1.0% | -5.4% | +6.4% | +0.9% |
| 1Y | +19.6% | +18.6% | +1.0% | +19.2% |
| 3Y | +125.4% | +57.3% | +68.2% | +123.6% |
| 5Y | +140.7% | +265.7% | -125.0% | +137.0% |
| 10Y | +218.1% | +546.0% | -327.9% | +211.8% |
| All | +859.8% | +381.9% | +477.9% | +869.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RMBS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling