+218.0%
IAU vs UL
+65.6%
+152.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.6% |
| 7D | -3.4% | -4.1% | +0.7% | -3.0% |
| 30D | -1.1% | -1.2% | +0.1% | -1.0% |
| 3M | +5.8% | +6.0% | -0.1% | +5.1% |
| 6M | -16.9% | -5.5% | -11.5% | -16.6% |
| YTD | +0.1% | -3.3% | +3.5% | +0.3% |
| 1Y | +18.4% | -9.8% | +28.2% | +19.4% |
| 3Y | +123.6% | +20.1% | +103.4% | +119.7% |
| 5Y | +138.7% | +19.2% | +119.6% | +134.1% |
| All | +218.0% | +65.6% | +152.3% | +202.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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