+218.0%
IAU vs WEC
+146.6%
+71.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.6% |
| 7D | -3.4% | -1.3% | -2.1% | -3.2% |
| 30D | -1.1% | -0.4% | -0.7% | -1.1% |
| 3M | +5.8% | -6.8% | +12.6% | +6.6% |
| 6M | -16.9% | -6.4% | -10.6% | -16.4% |
| YTD | +0.1% | +2.5% | -2.4% | -0.3% |
| 1Y | +18.4% | -0.4% | +18.8% | +18.2% |
| 3Y | +123.6% | +38.5% | +85.1% | +114.1% |
| 5Y | +138.7% | +31.7% | +107.1% | +129.3% |
| All | +218.0% | +146.6% | +71.4% | +181.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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