+139.8%
IAU vs RRC
+155.3%
-15.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.7% |
| 7D | +0.7% | -1.2% | +1.9% | +0.8% |
| 30D | +0.3% | +9.4% | -9.1% | 0.0% |
| 3M | +0.7% | +7.4% | -6.7% | +0.4% |
| 6M | -15.5% | +1.5% | -17.0% | -15.6% |
| YTD | +1.0% | +19.4% | -18.4% | +0.1% |
| 1Y | +19.6% | +24.2% | -4.7% | +18.4% |
| 3Y | +125.4% | +32.8% | +92.7% | +122.1% |
| All | +139.8% | +155.3% | -15.5% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling