+141.9%
IAU vs RVTY
-34.2%
+176.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.1% |
| 7D | +0.2% | -5.4% | +5.6% | +0.6% |
| 30D | +0.2% | +6.7% | -6.5% | -0.3% |
| 3M | +3.3% | +19.0% | -15.7% | +1.9% |
| 6M | -14.6% | +34.6% | -49.2% | -16.4% |
| YTD | +1.9% | +28.3% | -26.4% | -0.3% |
| 1Y | +20.9% | +46.0% | -25.2% | +17.3% |
| 3Y | +127.5% | +16.9% | +110.6% | +121.9% |
| 5Y | +141.9% | -32.9% | +174.8% | +136.7% |
| All | +141.9% | -34.2% | +176.1% | +136.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling