+105.0%
IAU vs UL
+31.7%
+73.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.5% |
| 3M | -12.3% | +7.0% | -19.3% | -12.9% |
| 6M | -17.9% | +16.1% | -34.0% | -19.4% |
| YTD | -10.3% | +3.6% | -13.9% | -10.7% |
| 1Y | -7.9% | -1.4% | -6.5% | -7.8% |
| 3Y | +98.7% | +34.1% | +64.6% | +93.6% |
| 5Y | +105.0% | +32.0% | +73.0% | +99.4% |
| All | +105.0% | +31.7% | +73.3% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling