+230.0%
IAU vs TW
+206.7%
+23.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -2.0% | -4.5% | +2.5% | -1.8% |
| 30D | -1.5% | -2.3% | +0.7% | -1.4% |
| 3M | +3.3% | +2.6% | +0.7% | +3.0% |
| 6M | -16.2% | -17.5% | +1.3% | -15.5% |
| YTD | +0.7% | -5.3% | +6.0% | +0.6% |
| 1Y | +19.2% | -14.8% | +34.0% | +20.0% |
| 3Y | +124.4% | +18.8% | +105.6% | +120.0% |
| 5Y | +140.0% | +20.7% | +119.3% | +132.9% |
| All | +230.0% | +206.7% | +23.3% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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