+210.7%
IAU vs ROP
+185.2%
+25.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -4.6% | +0.7% | -5.3% | -4.6% |
| 30D | -5.4% | +28.8% | -34.2% | -5.5% |
| 3M | -10.9% | +21.1% | -31.9% | -10.9% |
| 6M | -17.4% | +52.5% | -69.9% | -17.6% |
| YTD | -10.2% | +8.9% | -19.1% | -9.9% |
| 1Y | -7.1% | +8.2% | -15.3% | -6.8% |
| 3Y | +97.7% | -5.2% | +102.9% | +99.0% |
| 5Y | +105.3% | +1.7% | +103.6% | +105.7% |
| All | +210.7% | +185.2% | +25.5% | +238.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling