+210.7%
IAU vs TRMB
+102.3%
+108.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.1% |
| 7D | -4.6% | +2.8% | -7.4% | -4.6% |
| 30D | -5.4% | -5.9% | +0.4% | -5.5% |
| 3M | -10.9% | -3.3% | -7.6% | -10.9% |
| 6M | -17.4% | +1.3% | -18.7% | -17.5% |
| YTD | -10.2% | -29.0% | +18.8% | -9.9% |
| 1Y | -7.1% | -27.8% | +20.7% | -6.7% |
| 3Y | +97.7% | +36.3% | +61.4% | +95.1% |
| 5Y | +105.3% | -35.8% | +141.1% | +104.9% |
| All | +210.7% | +102.3% | +108.3% | +214.8% |
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