+859.8%
IAU vs VMC
+510.6%
+349.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.7% |
| 7D | +0.7% | -0.5% | +1.3% | +0.8% |
| 30D | +0.3% | -9.1% | +9.4% | +0.6% |
| 3M | +0.7% | -4.1% | +4.8% | +0.8% |
| 6M | -15.5% | -5.5% | -10.0% | -15.4% |
| YTD | +1.0% | -8.9% | +9.9% | +1.2% |
| 1Y | +19.6% | -12.9% | +32.5% | +19.9% |
| 3Y | +125.4% | +22.1% | +103.3% | +124.4% |
| 5Y | +140.7% | +52.7% | +88.0% | +138.3% |
| 10Y | +218.1% | +152.7% | +65.4% | +210.0% |
| All | +859.8% | +510.6% | +349.3% | +831.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling