+2.9%
IAU vs ROP
+10.4%
-7.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.9% | -0.3% | +4.1% |
| 7D | -0.3% | +11.7% | -12.0% | +1.2% |
| 30D | -1.9% | +35.5% | -37.3% | +2.1% |
| 3M | -0.4% | +25.6% | -26.1% | +2.7% |
| 6M | -10.1% | +39.3% | -49.4% | -5.5% |
| YTD | -5.9% | +11.6% | -17.6% | -3.3% |
| 1Y | +2.9% | +10.6% | -7.7% | +5.9% |
| All | +2.9% | +10.4% | -7.5% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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