+118.1%
IAU vs ROIV
+287.3%
-169.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +1.7% |
| 7D | +4.9% | +13.3% | -8.4% | +4.6% |
| 30D | -1.4% | +14.8% | -16.1% | -1.7% |
| 3M | -4.8% | +11.9% | -16.7% | -5.1% |
| 6M | -12.5% | +42.4% | -54.9% | -13.4% |
| YTD | -4.2% | +87.4% | -91.6% | -5.7% |
| 1Y | +3.1% | +97.2% | -94.1% | +1.4% |
| 3Y | +110.0% | +375.7% | -265.7% | +104.0% |
| 5Y | +123.1% | +379.0% | -256.0% | +114.2% |
| All | +118.1% | +287.3% | -169.2% | +110.3% |
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