+753.6%
IAU vs RVTY
+708.1%
+45.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.2% |
| 7D | -4.6% | -0.5% | -4.1% | -4.6% |
| 30D | -5.4% | +1.5% | -7.0% | -5.5% |
| 3M | -10.9% | +31.5% | -42.3% | -11.9% |
| 6M | -17.4% | +62.7% | -80.0% | -18.9% |
| YTD | -10.2% | +60.0% | -70.2% | -12.0% |
| 1Y | -7.1% | +65.7% | -72.8% | -9.0% |
| 3Y | +97.7% | +85.2% | +12.5% | +92.4% |
| 5Y | +105.3% | -14.9% | +120.2% | +103.3% |
| 10Y | +208.0% | +211.9% | -3.9% | +197.0% |
| All | +753.6% | +708.1% | +45.5% | +692.4% |
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