+219.7%
IAU vs RMBS
+566.4%
-346.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | -2.0% | +1.8% | -3.8% | -2.1% |
| 30D | -1.5% | -13.9% | +12.4% | -1.0% |
| 3M | +3.3% | -39.8% | +43.1% | +5.1% |
| 6M | -16.2% | -6.0% | -10.2% | -16.3% |
| YTD | +0.7% | -5.4% | +6.0% | +0.6% |
| 1Y | +19.2% | -1.8% | +21.1% | +18.8% |
| 3Y | +124.4% | +53.7% | +70.8% | +118.9% |
| 5Y | +140.0% | +268.5% | -128.5% | +127.0% |
| All | +219.7% | +566.4% | -346.8% | +194.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling