+110.0%
IAU vs ROIV
+298.6%
-188.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.2% |
| 7D | -2.0% | +9.5% | -11.4% | -2.2% |
| 30D | -4.4% | +21.0% | -25.4% | -4.9% |
| 3M | -8.9% | +18.7% | -27.6% | -9.4% |
| 6M | -15.9% | +44.5% | -60.4% | -16.8% |
| YTD | -7.8% | +92.9% | -100.6% | -9.3% |
| 1Y | -3.8% | +100.2% | -104.0% | -5.5% |
| 3Y | +104.3% | +375.0% | -270.7% | +98.4% |
| 5Y | +111.2% | +435.2% | -324.0% | +103.0% |
| All | +110.0% | +298.6% | -188.6% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling