+859.8%
IAU vs TECK
+558.9%
+300.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -2.0% |
| 7D | +0.7% | +7.8% | -7.0% | +0.2% |
| 30D | +0.3% | +8.3% | -7.9% | -0.3% |
| 3M | +0.7% | +16.1% | -15.4% | -0.5% |
| 6M | -15.5% | +42.9% | -58.3% | -17.9% |
| YTD | +1.0% | +50.8% | -49.8% | -2.2% |
| 1Y | +19.6% | +106.1% | -86.5% | +13.2% |
| 3Y | +125.4% | +84.0% | +41.4% | +113.2% |
| 5Y | +140.7% | +223.5% | -82.7% | +116.4% |
| 10Y | +218.1% | +378.1% | -160.0% | +166.3% |
| All | +859.8% | +558.9% | +300.9% | +594.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling