+111.2%
IAU vs VO
+38.8%
+72.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.4% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | -4.4% | +2.0% | -6.4% | -4.8% |
| 3M | -8.9% | -0.3% | -8.6% | -8.9% |
| 6M | -15.9% | +7.3% | -23.2% | -16.9% |
| YTD | -7.8% | +15.0% | -22.7% | -9.7% |
| 1Y | -3.8% | +14.7% | -18.5% | -5.8% |
| 3Y | +104.3% | +67.3% | +37.0% | +91.1% |
| 5Y | +111.2% | +38.8% | +72.4% | +96.8% |
| All | +111.2% | +38.8% | +72.4% | +96.8% |
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