+218.0%
IAU vs TRMB
+118.7%
+99.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.7% |
| 7D | -3.4% | -5.4% | +2.1% | -3.3% |
| 30D | -1.1% | -2.0% | +0.9% | -1.1% |
| 3M | +5.8% | +12.3% | -6.5% | +5.6% |
| 6M | -16.9% | -17.6% | +0.7% | -16.7% |
| YTD | +0.1% | -27.5% | +27.6% | +0.6% |
| 1Y | +18.4% | -29.1% | +47.5% | +19.0% |
| 3Y | +123.6% | +11.5% | +112.1% | +121.9% |
| 5Y | +138.7% | -39.5% | +178.2% | +138.6% |
| All | +218.0% | +118.7% | +99.3% | +223.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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