+794.6%
IAU vs URI
+6,618.7%
-5,824.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | +4.7% | -9.8% | +14.5% | +4.9% |
| 30D | -0.9% | +1.7% | -2.6% | -0.9% |
| 3M | -4.4% | -9.1% | +4.7% | -4.3% |
| 6M | -13.5% | +9.9% | -23.4% | -13.6% |
| YTD | -5.9% | +31.2% | -37.1% | -6.3% |
| 1Y | +1.9% | +25.9% | -24.1% | +1.5% |
| 3Y | +104.1% | +147.4% | -43.3% | +101.5% |
| 5Y | +121.0% | +179.7% | -58.7% | +117.4% |
| 10Y | +204.1% | +1,419.5% | -1,215.5% | +191.3% |
| All | +794.6% | +6,618.7% | -5,824.1% | +701.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling