+218.0%
IAU vs URA
+361.2%
-143.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.2% |
| 7D | -3.4% | -1.5% | -1.8% | -3.2% |
| 30D | -1.1% | -0.4% | -0.7% | -1.1% |
| 3M | +5.8% | +6.3% | -0.4% | +4.9% |
| 6M | -16.9% | -14.0% | -3.0% | -15.7% |
| YTD | +0.1% | +5.3% | -5.2% | -0.4% |
| 1Y | +18.4% | +11.7% | +6.7% | +16.8% |
| 3Y | +123.6% | +109.8% | +13.8% | +105.8% |
| 5Y | +138.7% | +108.0% | +30.8% | +116.6% |
| All | +218.0% | +361.2% | -143.3% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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