+574.1%
IAU vs VYM
+487.3%
+86.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | +0.2% | -1.0% | +1.1% | +0.2% |
| 30D | +0.2% | -2.0% | +2.2% | +0.3% |
| 3M | +3.3% | +3.1% | +0.2% | +3.1% |
| 6M | -14.6% | +8.9% | -23.4% | -14.8% |
| YTD | +1.9% | +14.7% | -12.9% | +1.4% |
| 1Y | +20.9% | +19.4% | +1.5% | +20.1% |
| 3Y | +127.5% | +65.4% | +62.1% | +124.0% |
| 5Y | +141.9% | +77.6% | +64.4% | +137.9% |
| 10Y | +222.8% | +207.8% | +15.0% | +214.9% |
| All | +574.1% | +487.3% | +86.9% | +529.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling