+179.8%
IAU vs URA
-51.6%
+231.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.4% |
| 7D | +4.7% | -4.1% | +8.9% | +5.2% |
| 30D | -0.9% | -19.0% | +18.1% | +1.7% |
| 3M | -4.4% | -25.1% | +20.8% | -1.0% |
| 6M | -13.5% | -44.5% | +31.0% | -7.5% |
| YTD | -5.9% | -24.3% | +18.4% | -2.7% |
| 1Y | +1.9% | -28.1% | +30.0% | +5.7% |
| 3Y | +104.1% | +40.7% | +63.4% | +96.0% |
| 5Y | +121.0% | +35.5% | +85.5% | +109.9% |
| 10Y | +204.1% | +281.2% | -77.1% | +155.2% |
| All | +179.8% | -51.6% | +231.4% | +178.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling