+219.7%
IAU vs ROK
+357.9%
-138.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.5% |
| 7D | -2.0% | -1.2% | -0.8% | -2.0% |
| 30D | -1.5% | -4.8% | +3.3% | -1.4% |
| 3M | +3.3% | -6.1% | +9.4% | +3.4% |
| 6M | -16.2% | +15.5% | -31.7% | -16.5% |
| YTD | +0.7% | +11.2% | -10.5% | +0.5% |
| 1Y | +19.2% | +23.8% | -4.6% | +18.9% |
| 3Y | +124.4% | +53.1% | +71.3% | +123.2% |
| 5Y | +140.0% | +48.3% | +91.8% | +137.6% |
| All | +219.7% | +357.9% | -138.3% | +234.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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