+19.2%
IAU vs ROKU
+62.9%
-43.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -2.0% | -0.4% | -1.6% | -2.0% |
| 30D | -1.5% | +2.1% | -3.6% | -1.9% |
| 3M | +3.3% | +29.5% | -26.2% | -1.2% |
| 6M | -16.2% | +53.8% | -70.0% | -22.4% |
| YTD | +0.7% | +42.8% | -42.1% | -6.6% |
| 1Y | +19.2% | +60.7% | -41.5% | +10.3% |
| All | +19.2% | +62.9% | -43.7% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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