+219.7%
IAU vs VTR
+99.2%
+120.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | -1.5% | +1.1% | -2.6% | -1.6% |
| 3M | +3.3% | +7.9% | -4.6% | +2.8% |
| 6M | -16.2% | +6.2% | -22.4% | -16.5% |
| YTD | +0.7% | +17.7% | -17.1% | -0.2% |
| 1Y | +19.2% | +32.9% | -13.7% | +17.5% |
| 3Y | +124.4% | +129.7% | -5.3% | +115.6% |
| 5Y | +140.0% | +89.3% | +50.7% | +131.4% |
| All | +219.7% | +99.2% | +120.5% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling