+144.3%
IAU vs URI
+200.7%
-56.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -0.9% |
| 7D | -0.5% | -2.0% | +1.5% | -0.5% |
| 30D | +4.4% | -12.9% | +17.4% | +4.7% |
| 3M | -1.1% | -6.7% | +5.7% | -0.9% |
| 6M | -13.7% | +19.0% | -32.7% | -14.0% |
| YTD | +2.7% | +25.5% | -22.8% | +2.2% |
| 1Y | +24.6% | +5.5% | +19.1% | +24.2% |
| 3Y | +126.8% | +111.3% | +15.5% | +123.3% |
| All | +144.3% | +200.7% | -56.3% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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