+133.8%
IAU vs ROIV
+232.7%
-98.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -0.9% |
| 7D | -0.5% | +0.6% | -1.1% | -0.5% |
| 30D | +4.4% | +1.0% | +3.5% | +4.4% |
| 3M | -1.1% | +18.3% | -19.3% | -1.5% |
| 6M | -13.7% | +18.3% | -32.0% | -14.1% |
| YTD | +2.7% | +61.0% | -58.2% | +1.5% |
| 1Y | +24.6% | +177.9% | -153.3% | +22.2% |
| 3Y | +126.8% | +199.1% | -72.2% | +121.7% |
| 5Y | +139.5% | +250.7% | -111.2% | +129.4% |
| All | +133.8% | +232.7% | -98.8% | +126.5% |
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