+139.3%
IAU vs TRI
-10.0%
+149.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.5% |
| 7D | -2.0% | -7.9% | +5.9% | -2.0% |
| 30D | -1.5% | -4.5% | +3.0% | -1.5% |
| 3M | +3.3% | +22.1% | -18.8% | +3.0% |
| 6M | -16.2% | -2.8% | -13.5% | -16.0% |
| YTD | +0.7% | -23.4% | +24.1% | +2.9% |
| 1Y | +19.2% | -41.5% | +60.8% | +25.1% |
| 3Y | +124.4% | -19.2% | +143.6% | +127.4% |
| All | +139.3% | -10.0% | +149.4% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 5y: compounded portfolio wealth divided by compounded TRI 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…
5y analysis · Full analysis span regression · 6 months rolling