+97.5%
IAU vs UL
+34.6%
+62.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.8% |
| 7D | -5.5% | -2.5% | -3.0% | -5.2% |
| 30D | -7.0% | +5.7% | -12.6% | -7.6% |
| 3M | -12.3% | +7.0% | -19.3% | -13.0% |
| 6M | -17.9% | +16.1% | -34.0% | -19.8% |
| YTD | -10.3% | +3.6% | -13.9% | -10.4% |
| 1Y | -7.9% | -1.4% | -6.5% | -7.2% |
| All | +97.5% | +34.6% | +62.9% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling