+876.7%
IAU vs ROK
+1,122.3%
-245.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -0.5% | +0.7% | -1.2% | -0.5% |
| 30D | +4.4% | -3.3% | +7.7% | +4.5% |
| 3M | -1.1% | -5.9% | +4.8% | -0.9% |
| 6M | -13.7% | +13.9% | -27.6% | -14.0% |
| YTD | +2.7% | +12.6% | -9.8% | +2.4% |
| 1Y | +24.6% | +28.6% | -4.0% | +24.0% |
| 3Y | +126.8% | +45.1% | +81.7% | +124.7% |
| 5Y | +139.5% | +45.6% | +93.9% | +136.5% |
| 10Y | +226.3% | +345.0% | -118.8% | +214.6% |
| All | +876.7% | +1,122.3% | -245.6% | +815.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling