+876.7%
IAU vs ROP
+1,475.6%
-598.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.7% | -0.8% |
| 7D | -0.5% | -4.4% | +3.9% | -0.4% |
| 30D | +4.4% | +3.2% | +1.2% | +4.4% |
| 3M | -1.1% | +23.1% | -24.1% | -1.5% |
| 6M | -13.7% | +13.3% | -27.0% | -14.0% |
| YTD | +2.7% | -7.9% | +10.6% | +2.9% |
| 1Y | +24.6% | -22.1% | +46.7% | +25.4% |
| 3Y | +126.8% | -16.8% | +143.7% | +127.8% |
| 5Y | +139.5% | -13.5% | +153.0% | +139.8% |
| 10Y | +226.3% | +137.7% | +88.6% | +218.3% |
| All | +876.7% | +1,475.6% | -598.9% | +755.7% |
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