+210.3%
IAU vs RY
+351.8%
-141.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.3% | -2.7% |
| 7D | -5.5% | -0.5% | -4.9% | -5.4% |
| 30D | -7.0% | +4.7% | -11.7% | -7.4% |
| 3M | -12.3% | -4.5% | -7.8% | -11.9% |
| 6M | -17.9% | +12.5% | -30.5% | -18.8% |
| YTD | -10.3% | +21.1% | -31.5% | -11.9% |
| 1Y | -7.9% | +38.6% | -46.6% | -10.3% |
| 3Y | +98.7% | +160.2% | -61.5% | +85.8% |
| 5Y | +105.0% | +124.7% | -19.7% | +92.4% |
| All | +210.3% | +351.8% | -141.6% | +182.1% |
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