+105.6%
IAU vs RY
+123.4%
-17.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.6% | +0.6% | -5.2% | -4.7% |
| 30D | -5.4% | +5.0% | -10.5% | -6.3% |
| 3M | -10.9% | -5.3% | -5.6% | -10.0% |
| 6M | -17.4% | +13.8% | -31.2% | -19.3% |
| YTD | -10.2% | +21.0% | -31.2% | -13.3% |
| 1Y | -7.1% | +40.5% | -47.6% | -12.2% |
| 3Y | +97.7% | +159.7% | -61.9% | +71.4% |
| All | +105.6% | +123.4% | -17.8% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling