+752.5%
IAU vs ROP
+1,753.3%
-1,000.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -5.5% | -2.7% | -2.8% | -5.4% |
| 30D | -7.0% | +29.7% | -36.7% | -7.5% |
| 3M | -12.3% | +21.2% | -33.5% | -12.6% |
| 6M | -17.9% | +48.3% | -66.2% | -18.6% |
| YTD | -10.3% | +8.4% | -18.7% | -10.4% |
| 1Y | -7.9% | +6.0% | -13.9% | -8.0% |
| 3Y | +98.7% | -5.6% | +104.3% | +99.0% |
| 5Y | +105.0% | +1.3% | +103.8% | +104.7% |
| 10Y | +207.7% | +184.1% | +23.5% | +199.1% |
| All | +752.5% | +1,753.3% | -1,000.8% | +644.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling