+236.8%
IAU vs TW
+221.1%
+15.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -0.9% |
| 7D | -0.5% | -2.3% | +1.8% | -0.4% |
| 30D | +4.4% | +3.9% | +0.5% | +4.2% |
| 3M | -1.1% | +5.7% | -6.8% | -1.4% |
| 6M | -13.7% | -14.5% | +0.8% | -13.1% |
| YTD | +2.7% | -0.9% | +3.6% | +2.5% |
| 1Y | +24.6% | -13.5% | +38.1% | +25.4% |
| 3Y | +126.8% | +25.0% | +101.9% | +121.9% |
| 5Y | +139.5% | +22.7% | +116.8% | +132.4% |
| All | +236.8% | +221.1% | +15.7% | +212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling