+20.9%
IAU vs S
+5.0%
+15.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +0.2% | -1.2% | +1.4% | +0.1% |
| 30D | +0.2% | -12.6% | +12.8% | -0.1% |
| 3M | +3.3% | +27.6% | -24.3% | +4.2% |
| 6M | -14.6% | +35.5% | -50.0% | -13.2% |
| YTD | +1.9% | +29.6% | -27.7% | +3.5% |
| 1Y | +20.9% | +8.1% | +12.8% | +22.7% |
| All | +20.9% | +5.0% | +15.8% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling