+787.1%
IAU vs TAP
+77.7%
+709.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.6% |
| 7D | +2.8% | -4.5% | +7.3% | +2.9% |
| 30D | -4.0% | +7.5% | -11.4% | -4.2% |
| 3M | -8.2% | -4.9% | -3.3% | -8.1% |
| 6M | -14.8% | -3.5% | -11.3% | -14.7% |
| YTD | -6.7% | -11.4% | +4.7% | -6.5% |
| 1Y | -2.2% | -10.8% | +8.6% | -2.0% |
| 3Y | +106.7% | -24.5% | +131.2% | +107.7% |
| 5Y | +114.8% | +2.5% | +112.4% | +113.9% |
| 10Y | +213.0% | -47.6% | +260.6% | +215.8% |
| All | +787.1% | +77.7% | +709.4% | +763.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling