-7.1%
IAU vs WAB
+42.5%
-49.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.3% |
| 7D | -4.6% | +5.1% | -9.6% | -5.8% |
| 30D | -5.4% | +4.0% | -9.4% | -6.5% |
| 3M | -10.9% | +0.1% | -11.0% | -11.1% |
| 6M | -17.4% | +12.8% | -30.1% | -20.9% |
| YTD | -10.2% | +40.1% | -50.3% | -19.2% |
| 1Y | -7.1% | +46.4% | -53.4% | -16.4% |
| All | -7.1% | +42.5% | -49.6% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling