+857.0%
IAU vs VNQ
+357.2%
+499.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -2.0% | -1.3% | -0.7% | -2.0% |
| 30D | -1.5% | -2.6% | +1.0% | -1.4% |
| 3M | +3.3% | -2.0% | +5.3% | +3.3% |
| 6M | -16.2% | +4.3% | -20.6% | -16.4% |
| YTD | +0.7% | +9.2% | -8.6% | +0.3% |
| 1Y | +19.2% | +5.6% | +13.6% | +19.0% |
| 3Y | +124.4% | +30.8% | +93.6% | +122.3% |
| 5Y | +140.0% | +8.0% | +132.1% | +138.6% |
| 10Y | +218.9% | +63.7% | +155.2% | +213.9% |
| All | +857.0% | +357.2% | +499.8% | +795.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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