+210.7%
IAU vs VMC
+125.2%
+85.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -4.6% | -1.3% | -3.3% | -4.6% |
| 30D | -5.4% | +15.5% | -20.9% | -5.7% |
| 3M | -10.9% | +0.6% | -11.5% | -10.9% |
| 6M | -17.4% | +2.1% | -19.4% | -17.4% |
| YTD | -10.2% | -1.6% | -8.6% | -10.2% |
| 1Y | -7.1% | -1.2% | -5.9% | -7.0% |
| 3Y | +97.7% | +35.3% | +62.4% | +97.7% |
| 5Y | +105.3% | +43.6% | +61.7% | +105.2% |
| All | +210.7% | +125.2% | +85.4% | +210.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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