+141.9%
IAU vs VO
+42.2%
+99.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | +0.2% | -1.9% | +2.1% | +0.6% |
| 3M | +3.3% | +3.3% | 0.0% | +2.7% |
| 6M | -14.6% | +9.7% | -24.3% | -15.8% |
| YTD | +1.9% | +12.6% | -10.7% | +0.2% |
| 1Y | +20.9% | +13.6% | +7.2% | +18.7% |
| 3Y | +127.5% | +56.8% | +70.7% | +115.1% |
| 5Y | +141.9% | +42.3% | +99.7% | +126.9% |
| All | +141.9% | +42.2% | +99.7% | +126.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling