+753.6%
IAU vs ROK
+1,034.0%
-280.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.1% |
| 7D | -4.6% | +7.1% | -11.7% | -4.8% |
| 30D | -5.4% | -5.0% | -0.5% | -5.3% |
| 3M | -10.9% | -9.4% | -1.5% | -10.7% |
| 6M | -17.4% | -11.0% | -6.4% | -17.2% |
| YTD | -10.2% | +4.4% | -14.7% | -10.3% |
| 1Y | -7.1% | +7.4% | -14.5% | -7.2% |
| 3Y | +97.7% | +61.0% | +36.8% | +95.5% |
| 5Y | +105.3% | +30.4% | +74.9% | +103.2% |
| 10Y | +208.0% | +264.8% | -56.8% | +198.5% |
| All | +753.6% | +1,034.0% | -280.4% | +701.6% |
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 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