+104.1%
IAU vs ROIV
+280.9%
-176.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.7% | -2.7% |
| 7D | -5.5% | +9.2% | -14.7% | -5.7% |
| 30D | -7.0% | +19.9% | -26.9% | -7.4% |
| 3M | -12.3% | +10.6% | -22.9% | -12.6% |
| 6M | -17.9% | +36.1% | -54.0% | -18.7% |
| YTD | -10.3% | +84.3% | -94.6% | -11.7% |
| 1Y | -7.9% | +87.6% | -95.5% | -9.4% |
| 3Y | +98.7% | +353.9% | -255.3% | +93.1% |
| 5Y | +105.0% | +376.1% | -271.0% | +97.1% |
| All | +104.1% | +280.9% | -176.7% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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