+222.8%
IAU vs TAP
-51.4%
+274.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.9% |
| 7D | +0.2% | -5.1% | +5.3% | +0.3% |
| 30D | +0.2% | -8.4% | +8.7% | +0.4% |
| 3M | +3.3% | -3.9% | +7.2% | +3.3% |
| 6M | -14.6% | -14.4% | -0.2% | -14.2% |
| YTD | +1.9% | -14.7% | +16.6% | +2.3% |
| 1Y | +20.9% | -18.7% | +39.5% | +21.5% |
| 3Y | +127.5% | -32.6% | +160.1% | +129.5% |
| 5Y | +141.9% | -1.4% | +143.3% | +141.3% |
| 10Y | +222.8% | -50.4% | +273.1% | +234.9% |
| All | +222.8% | -51.4% | +274.1% | +234.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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