+124.4%
IAU vs RRX
+5.4%
+119.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.1% | +0.4% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | -1.5% | -6.1% | +4.6% | -1.3% |
| 3M | +3.3% | -23.1% | +26.3% | +4.2% |
| 6M | -16.2% | -19.5% | +3.3% | -15.8% |
| YTD | +0.7% | +16.1% | -15.4% | +0.5% |
| 1Y | +19.2% | +12.9% | +6.3% | +19.0% |
| 3Y | +124.4% | +7.9% | +116.5% | +123.0% |
| All | +124.4% | +5.4% | +119.1% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling