+218.1%
IAU vs TMF
-86.8%
+304.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +0.7% | +1.0% | -0.2% | +0.6% |
| 30D | +0.3% | -1.8% | +2.2% | +0.5% |
| 3M | +0.7% | -8.2% | +8.9% | +1.4% |
| 6M | -15.5% | -19.5% | +4.0% | -13.9% |
| YTD | +1.0% | -16.0% | +16.9% | +2.4% |
| 1Y | +19.6% | -22.5% | +42.1% | +22.0% |
| 3Y | +125.4% | -42.3% | +167.7% | +132.4% |
| 5Y | +140.7% | -87.7% | +228.4% | +180.9% |
| 10Y | +218.1% | -86.5% | +304.6% | +244.9% |
| All | +218.1% | -86.8% | +304.9% | +244.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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