+141.9%
IAU vs UL
+19.6%
+122.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.1% |
| 7D | +0.2% | -3.2% | +3.4% | +0.5% |
| 30D | +0.2% | -0.6% | +0.8% | +0.3% |
| 3M | +3.3% | +9.4% | -6.2% | +2.1% |
| 6M | -14.6% | -4.1% | -10.4% | -14.1% |
| YTD | +1.9% | -2.0% | +3.9% | +2.1% |
| 1Y | +20.9% | -9.0% | +29.8% | +22.1% |
| 3Y | +127.5% | +21.8% | +105.7% | +123.7% |
| 5Y | +141.9% | +20.6% | +121.3% | +135.9% |
| All | +141.9% | +19.6% | +122.3% | +135.9% |
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 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