+859.8%
IAU vs TRI
+427.3%
+432.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -1.5% |
| 7D | +0.7% | -7.1% | +7.8% | +1.0% |
| 30D | +0.3% | -2.3% | +2.7% | +0.4% |
| 3M | +0.7% | +19.6% | -18.9% | -0.1% |
| 6M | -15.5% | -8.7% | -6.8% | -15.4% |
| YTD | +1.0% | -22.3% | +23.2% | +1.8% |
| 1Y | +19.6% | -40.7% | +60.2% | +22.3% |
| 3Y | +125.4% | -17.8% | +143.2% | +126.5% |
| 5Y | +140.7% | -8.5% | +149.2% | +140.1% |
| 10Y | +218.1% | +192.6% | +25.5% | +201.3% |
| All | +859.8% | +427.3% | +432.6% | +755.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling