+325.7%
IAU vs VT
+345.0%
-19.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.3% |
| 7D | +1.9% | -4.2% | +6.1% | +2.4% |
| 30D | -1.7% | -5.8% | +4.1% | -1.1% |
| 3M | -3.6% | -5.2% | +1.7% | -2.9% |
| 6M | -10.1% | +0.1% | -10.3% | -10.1% |
| YTD | -5.1% | +8.2% | -13.4% | -5.8% |
| 1Y | +2.6% | +10.1% | -7.5% | +1.7% |
| 3Y | +104.1% | +69.7% | +34.4% | +94.1% |
| 5Y | +122.8% | +53.4% | +69.4% | +112.9% |
| 10Y | +206.5% | +219.2% | -12.7% | +174.6% |
| All | +325.7% | +345.0% | -19.2% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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