+19.6%
IAU vs ROIV
+221.6%
-202.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +18.8% | -20.5% | -3.5% |
| 7D | +0.7% | +20.2% | -19.4% | -1.2% |
| 30D | +0.3% | +14.1% | -13.8% | -1.0% |
| 3M | +0.7% | +45.6% | -44.9% | -3.6% |
| 6M | -15.5% | +44.1% | -59.6% | -19.2% |
| YTD | +1.0% | +91.2% | -90.2% | -6.3% |
| 1Y | +19.6% | +221.3% | -201.7% | +16.7% |
| All | +19.6% | +221.6% | -202.0% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling