+106.7%
IAU vs TAP
-23.3%
+130.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.6% |
| 7D | +2.8% | -4.5% | +7.3% | +2.8% |
| 30D | -4.0% | +7.5% | -11.4% | -4.0% |
| 3M | -8.2% | -4.9% | -3.3% | -8.1% |
| 6M | -14.8% | -3.5% | -11.3% | -14.6% |
| YTD | -6.7% | -11.4% | +4.7% | -6.4% |
| 1Y | -2.2% | -10.8% | +8.6% | -1.9% |
| 3Y | +106.7% | -24.5% | +131.2% | +111.7% |
| All | +106.7% | -23.3% | +130.0% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling