+296.8%
IAU vs VRSK
+585.1%
-288.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.7% |
| 7D | -3.4% | -7.7% | +4.4% | -3.3% |
| 30D | -1.1% | -2.8% | +1.7% | -1.1% |
| 3M | +5.8% | -3.7% | +9.5% | +5.8% |
| 6M | -16.9% | -12.8% | -4.2% | -16.8% |
| YTD | +0.1% | -21.0% | +21.1% | +0.5% |
| 1Y | +18.4% | -32.5% | +50.9% | +19.4% |
| 3Y | +123.6% | -26.5% | +150.1% | +124.5% |
| 5Y | +138.7% | -11.5% | +150.2% | +137.7% |
| 10Y | +217.2% | +125.7% | +91.5% | +216.7% |
| All | +296.8% | +585.1% | -288.3% | +306.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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