+868.5%
IAU vs RRX
+620.0%
+248.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +0.9% |
| 7D | +0.2% | -0.7% | +0.9% | +0.2% |
| 30D | +0.2% | -8.0% | +8.2% | +0.4% |
| 3M | +3.3% | -25.1% | +28.3% | +3.7% |
| 6M | -14.6% | -18.3% | +3.7% | -14.4% |
| YTD | +1.9% | +14.2% | -12.3% | +1.8% |
| 1Y | +20.9% | +13.0% | +7.8% | +20.7% |
| 3Y | +127.5% | +4.2% | +123.3% | +126.9% |
| 5Y | +141.9% | +17.9% | +124.0% | +140.7% |
| 10Y | +222.8% | +220.4% | +2.3% | +218.7% |
| All | +868.5% | +620.0% | +248.5% | +857.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling