+223.7%
IAU vs RY
+375.2%
-151.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -0.5% | +3.1% | -3.6% | -0.8% |
| 30D | +4.4% | -0.3% | +4.8% | +4.4% |
| 3M | -1.1% | +8.7% | -9.7% | -1.8% |
| 6M | -13.7% | +28.5% | -42.3% | -15.6% |
| YTD | +2.7% | +25.1% | -22.4% | +0.7% |
| 1Y | +24.6% | +46.3% | -21.7% | +20.8% |
| 3Y | +126.8% | +154.9% | -28.1% | +112.2% |
| 5Y | +139.5% | +140.3% | -0.8% | +124.0% |
| All | +223.7% | +375.2% | -151.5% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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