+876.7%
IAU vs RVTY
+581.3%
+295.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.5% | +1.1% | -1.6% | -0.6% |
| 30D | +4.4% | +13.2% | -8.8% | +3.9% |
| 3M | -1.1% | +27.2% | -28.3% | -2.0% |
| 6M | -13.7% | +32.4% | -46.1% | -14.7% |
| YTD | +2.7% | +34.9% | -32.1% | +1.5% |
| 1Y | +24.6% | +52.4% | -27.7% | +22.5% |
| 3Y | +126.8% | +12.3% | +114.6% | +124.3% |
| 5Y | +139.5% | -30.8% | +170.3% | +139.0% |
| 10Y | +226.3% | +150.7% | +75.6% | +217.1% |
| All | +876.7% | +581.3% | +295.4% | +813.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling