+205.5%
IAU vs URA
-31.1%
+236.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -0.5% | +1.1% | -1.6% | -0.6% |
| 30D | +4.4% | +7.4% | -3.0% | +3.5% |
| 3M | -1.1% | -8.4% | +7.3% | -0.2% |
| 6M | -13.7% | -12.7% | -1.0% | -12.7% |
| YTD | +2.7% | +7.8% | -5.1% | +1.8% |
| 1Y | +24.6% | +19.5% | +5.2% | +21.9% |
| 3Y | +126.8% | +116.4% | +10.4% | +107.1% |
| 5Y | +139.5% | +134.3% | +5.2% | +113.4% |
| 10Y | +226.3% | +359.3% | -133.0% | +166.9% |
| All | +205.5% | -31.1% | +236.6% | +191.5% |
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