+539.6%
IAU vs VEU
+188.7%
+350.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | +0.2% | +0.7% | -0.4% | +0.1% |
| 3M | +3.3% | +4.7% | -1.4% | +2.6% |
| 6M | -14.6% | +11.6% | -26.2% | -15.9% |
| YTD | +1.9% | +16.8% | -14.9% | -0.2% |
| 1Y | +20.9% | +24.9% | -4.0% | +17.4% |
| 3Y | +127.5% | +75.7% | +51.7% | +111.4% |
| 5Y | +141.9% | +56.1% | +85.8% | +126.9% |
| 10Y | +222.8% | +153.6% | +69.1% | +185.2% |
| All | +539.6% | +188.7% | +350.9% | +442.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling