+525.2%
IAU vs VIG
+623.5%
-98.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.8% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | +4.4% | -1.0% | +5.4% | +4.5% |
| 3M | -1.1% | +2.8% | -3.8% | -1.2% |
| 6M | -13.7% | +8.2% | -21.9% | -14.1% |
| YTD | +2.7% | +11.0% | -8.3% | +2.1% |
| 1Y | +24.6% | +16.1% | +8.5% | +23.6% |
| 3Y | +126.8% | +56.2% | +70.7% | +121.8% |
| 5Y | +139.5% | +63.0% | +76.5% | +133.4% |
| 10Y | +226.3% | +241.4% | -15.2% | +210.4% |
| All | +525.2% | +623.5% | -98.3% | +424.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling