+210.3%
IAU vs RRC
+71.8%
+138.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.8% |
| 7D | -5.5% | +2.5% | -8.0% | -5.5% |
| 30D | -7.0% | +21.1% | -28.1% | -7.1% |
| 3M | -12.3% | +28.4% | -40.7% | -12.5% |
| 6M | -17.9% | +26.5% | -44.4% | -18.1% |
| YTD | -10.3% | +47.0% | -57.3% | -10.6% |
| 1Y | -7.9% | +35.2% | -43.1% | -8.2% |
| 3Y | +98.7% | +61.0% | +37.7% | +97.8% |
| 5Y | +105.0% | +133.6% | -28.6% | +104.2% |
| All | +210.3% | +71.8% | +138.4% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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