+261.7%
IAU vs TRU
+228.6%
+33.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.7% |
| 7D | +0.7% | -7.2% | +7.9% | +0.9% |
| 30D | +0.3% | -2.8% | +3.1% | +0.4% |
| 3M | +0.7% | +13.0% | -12.3% | +0.4% |
| 6M | -15.5% | +0.7% | -16.2% | -15.6% |
| YTD | +1.0% | -9.0% | +10.0% | +1.0% |
| 1Y | +19.6% | -16.3% | +35.9% | +19.7% |
| 3Y | +125.4% | -1.1% | +126.5% | +123.8% |
| 5Y | +140.7% | -36.0% | +176.8% | +138.1% |
| 10Y | +218.1% | +139.9% | +78.2% | +227.4% |
| All | +261.7% | +228.6% | +33.1% | +276.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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