+219.7%
IAU vs TECK
+377.7%
-158.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -2.0% | -3.8% | +1.8% | -1.7% |
| 30D | -1.5% | +0.7% | -2.3% | -1.6% |
| 3M | +3.3% | +4.6% | -1.3% | +2.8% |
| 6M | -16.2% | +25.1% | -41.4% | -17.7% |
| YTD | +0.7% | +39.2% | -38.5% | -1.6% |
| 1Y | +19.2% | +60.3% | -41.1% | +15.7% |
| 3Y | +124.4% | +62.9% | +61.5% | +116.3% |
| 5Y | +140.0% | +181.5% | -41.4% | +126.6% |
| All | +219.7% | +377.7% | -158.0% | +192.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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