+125.4%
IAU vs VSH
+32.2%
+93.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.7% |
| 7D | +0.7% | +6.2% | -5.5% | +0.4% |
| 30D | +0.3% | -11.1% | +11.5% | +0.9% |
| 3M | +0.7% | -44.9% | +45.6% | +3.5% |
| 6M | -15.5% | +90.0% | -105.5% | -18.2% |
| YTD | +1.0% | +118.8% | -117.8% | -2.7% |
| 1Y | +19.6% | +109.0% | -89.4% | +15.4% |
| 3Y | +125.4% | +35.6% | +89.8% | +121.6% |
| All | +125.4% | +32.2% | +93.2% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 3y: compounded portfolio wealth divided by compounded VSH 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…
3y analysis · Full analysis span regression · 6 months rolling