+219.7%
IAU vs RVTY
+145.6%
+74.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.2% | +0.4% |
| 7D | -2.0% | -4.5% | +2.5% | -1.7% |
| 30D | -1.5% | +5.5% | -7.0% | -1.8% |
| 3M | +3.3% | +22.5% | -19.3% | +2.0% |
| 6M | -16.2% | +38.9% | -55.1% | -17.8% |
| YTD | +0.7% | +28.7% | -28.1% | -1.0% |
| 1Y | +19.2% | +45.5% | -26.3% | +16.5% |
| 3Y | +124.4% | +16.4% | +108.0% | +120.3% |
| 5Y | +140.0% | -32.7% | +172.8% | +139.6% |
| All | +219.7% | +145.6% | +74.0% | +216.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling