+219.7%
IAU vs VIG
+250.0%
-30.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -2.0% | -1.1% | -0.9% | -1.9% |
| 30D | -1.5% | -2.7% | +1.2% | -1.3% |
| 3M | +3.3% | +2.5% | +0.7% | +3.0% |
| 6M | -16.2% | +9.2% | -25.5% | -16.9% |
| YTD | +0.7% | +9.8% | -9.2% | -0.2% |
| 1Y | +19.2% | +12.4% | +6.8% | +18.1% |
| 3Y | +124.4% | +55.9% | +68.5% | +117.0% |
| 5Y | +140.0% | +63.9% | +76.1% | +130.8% |
| All | +219.7% | +250.0% | -30.4% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling