+219.7%
IAU vs RNG
+222.9%
-3.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -2.0% | -6.1% | +4.1% | -1.9% |
| 30D | -1.5% | +9.6% | -11.1% | -1.7% |
| 3M | +3.3% | +83.3% | -80.1% | +2.2% |
| 6M | -16.2% | +77.9% | -94.2% | -17.2% |
| YTD | +0.7% | +139.9% | -139.3% | -1.2% |
| 1Y | +19.2% | +121.7% | -102.4% | +17.1% |
| 3Y | +124.4% | +121.9% | +2.5% | +119.5% |
| 5Y | +140.0% | -68.4% | +208.4% | +140.7% |
| All | +219.7% | +222.9% | -3.2% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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