+141.9%
IAU vs TRMB
-39.0%
+180.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.3% | +1.0% |
| 7D | +0.2% | -2.9% | +3.1% | +0.2% |
| 30D | +0.2% | -1.8% | +2.0% | +0.3% |
| 3M | +3.3% | +8.4% | -5.1% | +3.1% |
| 6M | -14.6% | -18.5% | +4.0% | -14.3% |
| YTD | +1.9% | -26.7% | +28.6% | +2.4% |
| 1Y | +20.9% | -28.3% | +49.2% | +21.6% |
| 3Y | +127.5% | +12.6% | +114.9% | +124.3% |
| 5Y | +141.9% | -38.7% | +180.6% | +134.1% |
| All | +141.9% | -39.0% | +180.9% | +134.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling