+114.8%
IAU vs ROP
+0.5%
+114.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.6% |
| 7D | +2.8% | +0.2% | +2.6% | +2.8% |
| 30D | -4.0% | +30.3% | -34.3% | -4.4% |
| 3M | -8.2% | +17.8% | -26.0% | -8.4% |
| 6M | -14.8% | +38.9% | -53.7% | -15.2% |
| YTD | -6.7% | +7.6% | -14.3% | -5.9% |
| 1Y | -2.2% | +6.5% | -8.7% | -1.3% |
| 3Y | +106.7% | -6.3% | +113.0% | +110.4% |
| 5Y | +114.8% | +0.9% | +113.9% | +115.8% |
| All | +114.8% | +0.5% | +114.3% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling