+19.2%
IAU vs ROK
+27.3%
-8.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.1% |
| 7D | -2.0% | -1.2% | -0.8% | -1.7% |
| 30D | -1.5% | -4.8% | +3.3% | -0.3% |
| 3M | +3.3% | -6.1% | +9.4% | +4.4% |
| 6M | -16.2% | +15.5% | -31.7% | -20.1% |
| YTD | +0.7% | +11.2% | -10.5% | -2.7% |
| 1Y | +19.2% | +23.8% | -4.6% | +12.6% |
| All | +19.2% | +27.3% | -8.1% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling