+876.7%
IAU vs URI
+6,327.8%
-5,451.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -0.9% |
| 7D | -0.5% | -2.0% | +1.5% | -0.5% |
| 30D | +4.4% | -12.9% | +17.4% | +4.6% |
| 3M | -1.1% | -6.7% | +5.7% | -1.0% |
| 6M | -13.7% | +19.0% | -32.7% | -13.9% |
| YTD | +2.7% | +25.5% | -22.8% | +2.4% |
| 1Y | +24.6% | +5.5% | +19.1% | +24.4% |
| 3Y | +126.8% | +111.3% | +15.5% | +124.4% |
| 5Y | +139.5% | +198.6% | -59.1% | +135.5% |
| 10Y | +226.3% | +1,179.9% | -953.7% | +213.3% |
| All | +876.7% | +6,327.8% | -5,451.1% | +775.6% |
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