+125.1%
IAU vs VMC
+21.4%
+103.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.6% |
| 7D | +0.7% | -0.5% | +1.3% | +0.8% |
| 30D | +0.3% | -9.1% | +9.4% | +1.2% |
| 3M | +0.7% | -4.1% | +4.8% | +1.1% |
| 6M | -15.5% | -5.5% | -10.0% | -15.0% |
| YTD | +1.0% | -8.9% | +9.9% | +1.9% |
| 1Y | +19.6% | -12.9% | +32.5% | +20.9% |
| All | +125.1% | +21.4% | +103.7% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling