+210.7%
IAU vs RRC
+73.1%
+137.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -4.6% | +6.4% | -11.0% | -4.6% |
| 30D | -5.4% | +23.9% | -29.3% | -5.6% |
| 3M | -10.9% | +30.2% | -41.1% | -11.1% |
| 6M | -17.4% | +26.3% | -43.6% | -17.5% |
| YTD | -10.2% | +48.1% | -58.3% | -10.5% |
| 1Y | -7.1% | +37.7% | -44.7% | -7.3% |
| 3Y | +97.7% | +60.3% | +37.4% | +96.8% |
| 5Y | +105.3% | +135.3% | -30.0% | +104.4% |
| All | +210.7% | +73.1% | +137.6% | +216.7% |
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