+216.2%
IAU vs RNG
+309.1%
-92.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.6% | -1.7% |
| 7D | +0.7% | -0.8% | +1.6% | +0.7% |
| 30D | +0.3% | +11.4% | -11.1% | +0.3% |
| 3M | +0.7% | +72.1% | -71.4% | +0.3% |
| 6M | -15.5% | +67.9% | -83.4% | -15.9% |
| YTD | +1.0% | +144.3% | -143.4% | 0.0% |
| 1Y | +19.6% | +117.5% | -98.0% | +18.6% |
| 3Y | +125.4% | +123.9% | +1.6% | +123.1% |
| 5Y | +140.7% | -70.1% | +210.8% | +138.6% |
| 10Y | +218.1% | +215.9% | +2.3% | +243.0% |
| All | +216.2% | +309.1% | -92.9% | +250.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling