+218.0%
IAU vs WAB
+292.7%
-74.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | -1.1% | -5.9% | +4.8% | -0.9% |
| 3M | +5.8% | +9.4% | -3.5% | +5.5% |
| 6M | -16.9% | +13.8% | -30.8% | -17.2% |
| YTD | +0.1% | +31.8% | -31.6% | -0.4% |
| 1Y | +18.4% | +48.5% | -30.1% | +17.6% |
| 3Y | +123.6% | +167.0% | -43.4% | +121.0% |
| 5Y | +138.7% | +222.3% | -83.6% | +135.8% |
| All | +218.0% | +292.7% | -74.7% | +214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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