+876.7%
IAU vs RRC
+216.7%
+660.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -0.5% | +1.3% | -1.8% | -0.6% |
| 30D | +4.4% | +10.1% | -5.7% | +4.0% |
| 3M | -1.1% | +4.0% | -5.1% | -1.3% |
| 6M | -13.7% | +1.6% | -15.3% | -13.9% |
| YTD | +2.7% | +19.7% | -17.0% | +1.9% |
| 1Y | +24.6% | +21.4% | +3.2% | +23.4% |
| 3Y | +126.8% | +29.7% | +97.2% | +123.2% |
| 5Y | +139.5% | +153.9% | -14.4% | +126.9% |
| 10Y | +226.3% | +10.8% | +215.4% | +221.2% |
| All | +876.7% | +216.7% | +660.0% | +687.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling