+857.0%
IAU vs TDY
+1,902.6%
-1,045.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.5% |
| 7D | -2.0% | -1.1% | -0.9% | -2.0% |
| 30D | -1.5% | -12.0% | +10.5% | -1.3% |
| 3M | +3.3% | -3.2% | +6.5% | +3.3% |
| 6M | -16.2% | -7.9% | -8.4% | -16.1% |
| YTD | +0.7% | +18.2% | -17.6% | +0.5% |
| 1Y | +19.2% | +6.7% | +12.6% | +19.2% |
| 3Y | +124.4% | +47.5% | +76.9% | +123.5% |
| 5Y | +140.0% | +39.5% | +100.5% | +139.0% |
| 10Y | +218.9% | +477.2% | -258.3% | +219.2% |
| All | +857.0% | +1,902.6% | -1,045.6% | +847.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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