+139.3%
IAU vs RUN
-81.0%
+220.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.6% |
| 7D | -2.0% | -3.7% | +1.7% | -1.9% |
| 30D | -1.5% | -13.0% | +11.5% | -1.2% |
| 3M | +3.3% | -31.8% | +35.1% | +4.2% |
| 6M | -16.2% | -32.2% | +16.0% | -15.5% |
| YTD | +0.7% | -53.5% | +54.1% | +2.1% |
| 1Y | +19.2% | -46.5% | +65.8% | +20.5% |
| 3Y | +124.4% | -37.6% | +162.0% | +122.3% |
| All | +139.3% | -81.0% | +220.3% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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