+859.8%
IAU vs VTR
+726.3%
+133.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +0.7% | -2.4% | +3.1% | +0.8% |
| 30D | +0.3% | -3.7% | +4.1% | +0.4% |
| 3M | +0.7% | +13.5% | -12.8% | +0.3% |
| 6M | -15.5% | +7.2% | -22.7% | -15.7% |
| YTD | +1.0% | +17.6% | -16.6% | +0.4% |
| 1Y | +19.6% | +35.4% | -15.8% | +18.4% |
| 3Y | +125.4% | +132.8% | -7.4% | +119.9% |
| 5Y | +140.7% | +88.7% | +52.1% | +135.5% |
| 10Y | +218.1% | +87.6% | +130.5% | +208.4% |
| All | +859.8% | +726.3% | +133.5% | +791.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling