+219.7%
IAU vs WTW
+198.0%
+21.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -2.0% | -5.7% | +3.7% | -1.9% |
| 30D | -1.5% | -7.3% | +5.7% | -1.3% |
| 3M | +3.3% | +21.5% | -18.2% | +2.7% |
| 6M | -16.2% | +9.6% | -25.9% | -16.4% |
| YTD | +0.7% | -3.3% | +3.9% | +0.9% |
| 1Y | +19.2% | -6.1% | +25.4% | +19.6% |
| 3Y | +124.4% | +61.8% | +62.6% | +118.9% |
| 5Y | +140.0% | +42.7% | +97.4% | +134.9% |
| All | +219.7% | +198.0% | +21.6% | +212.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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