+218.0%
IAU vs TXT
+103.1%
+114.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.7% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | -1.1% | -10.2% | +9.1% | -1.0% |
| 3M | +5.8% | -13.3% | +19.1% | +5.9% |
| 6M | -16.9% | -14.4% | -2.6% | -16.9% |
| YTD | +0.1% | -9.1% | +9.2% | +0.2% |
| 1Y | +18.4% | -2.2% | +20.6% | +18.6% |
| 3Y | +123.6% | +5.1% | +118.5% | +124.0% |
| 5Y | +138.7% | +12.8% | +125.9% | +139.4% |
| All | +218.0% | +103.1% | +114.9% | +228.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TXT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling