+210.7%
IAU vs VO
+197.6%
+13.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.6% | +3.1% | -7.7% | -4.9% |
| 30D | -5.4% | +2.2% | -7.6% | -5.7% |
| 3M | -10.9% | -2.5% | -8.4% | -10.6% |
| 6M | -17.4% | +7.0% | -24.3% | -17.9% |
| YTD | -10.2% | +14.0% | -24.2% | -11.3% |
| 1Y | -7.1% | +15.6% | -22.7% | -8.3% |
| 3Y | +97.7% | +66.2% | +31.5% | +89.6% |
| 5Y | +105.3% | +36.6% | +68.7% | +98.2% |
| All | +210.7% | +197.6% | +13.0% | +196.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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