+138.7%
IAU vs VEU
+53.0%
+85.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.2% |
| 7D | -3.4% | -1.9% | -1.4% | -2.6% |
| 30D | -1.1% | -0.7% | -0.4% | -0.8% |
| 3M | +5.8% | +4.9% | +1.0% | +3.9% |
| 6M | -16.9% | +9.8% | -26.8% | -19.7% |
| YTD | +0.1% | +15.3% | -15.2% | -4.5% |
| 1Y | +18.4% | +23.0% | -4.6% | +10.8% |
| 3Y | +123.6% | +73.5% | +50.1% | +90.3% |
| 5Y | +138.7% | +54.5% | +84.3% | +97.3% |
| All | +138.7% | +53.0% | +85.7% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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