+270.7%
IAU vs VTEB
+25.5%
+245.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.3% |
| 7D | -2.0% | -0.9% | -1.1% | -1.3% |
| 30D | -1.5% | -2.5% | +1.0% | +0.4% |
| 3M | +3.3% | -3.0% | +6.2% | +5.7% |
| 6M | -16.2% | -2.1% | -14.1% | -14.8% |
| YTD | +0.7% | -1.5% | +2.2% | +1.9% |
| 1Y | +19.2% | +0.2% | +19.1% | +19.3% |
| 3Y | +124.4% | +8.6% | +115.9% | +112.0% |
| 5Y | +140.0% | +1.2% | +138.8% | +136.9% |
| 10Y | +218.9% | +18.1% | +200.9% | +169.2% |
| All | +270.7% | +25.5% | +245.2% | +185.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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