+18.4%
IAU vs RVTY
+43.1%
-24.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.4% |
| 7D | -3.4% | -7.4% | +4.1% | -2.4% |
| 30D | -1.1% | +4.5% | -5.6% | -1.6% |
| 3M | +5.8% | +19.5% | -13.6% | +3.6% |
| 6M | -16.9% | +34.1% | -51.1% | -19.6% |
| YTD | +0.1% | +25.3% | -25.1% | -4.0% |
| 1Y | +18.4% | +47.0% | -28.6% | +13.2% |
| All | +18.4% | +43.1% | -24.7% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling