+752.5%
IAU vs WEC
+1,244.4%
-491.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -5.5% | -0.7% | -4.8% | -5.4% |
| 30D | -7.0% | +11.0% | -17.9% | -7.9% |
| 3M | -12.3% | +8.6% | -20.9% | -13.0% |
| 6M | -17.9% | +6.2% | -24.1% | -18.5% |
| YTD | -10.3% | +14.3% | -24.6% | -11.6% |
| 1Y | -7.9% | +8.4% | -16.3% | -8.8% |
| 3Y | +98.7% | +62.9% | +35.8% | +88.6% |
| 5Y | +105.0% | +55.8% | +49.2% | +95.1% |
| 10Y | +207.7% | +193.2% | +14.5% | +175.2% |
| All | +752.5% | +1,244.4% | -491.9% | +592.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling