+124.4%
IAU vs ROK
+51.1%
+73.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.4% |
| 7D | -2.0% | -1.2% | -0.8% | -1.9% |
| 30D | -1.5% | -4.8% | +3.3% | -1.2% |
| 3M | +3.3% | -6.1% | +9.4% | +3.7% |
| 6M | -16.2% | +15.5% | -31.7% | -16.9% |
| YTD | +0.7% | +11.2% | -10.5% | +0.1% |
| 1Y | +19.2% | +23.8% | -4.6% | +18.4% |
| 3Y | +124.4% | +53.1% | +71.3% | +118.6% |
| All | +124.4% | +51.1% | +73.3% | +118.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling