+239.4%
IAU vs USHY
+50.4%
+189.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | +0.2% | 0.0% | +0.3% | +0.2% |
| 3M | +3.3% | +0.8% | +2.4% | +3.0% |
| 6M | -14.6% | +1.9% | -16.5% | -15.1% |
| YTD | +1.9% | +2.3% | -0.4% | +1.2% |
| 1Y | +20.9% | +4.1% | +16.7% | +19.3% |
| 3Y | +127.5% | +27.8% | +99.7% | +110.7% |
| 5Y | +141.9% | +21.5% | +120.4% | +124.8% |
| All | +239.4% | +50.4% | +189.0% | +200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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