+219.7%
IAU vs VYM
+209.2%
+10.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.5% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | -1.5% | -2.2% | +0.7% | -1.3% |
| 3M | +3.3% | +3.1% | +0.2% | +3.0% |
| 6M | -16.2% | +9.7% | -26.0% | -16.9% |
| YTD | +0.7% | +14.9% | -14.2% | -0.4% |
| 1Y | +19.2% | +17.6% | +1.7% | +17.8% |
| 3Y | +124.4% | +65.3% | +59.1% | +117.3% |
| 5Y | +140.0% | +78.7% | +61.3% | +131.7% |
| All | +219.7% | +209.2% | +10.5% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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