+105.6%
IAU vs WU
-43.8%
+149.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | +0.1% |
| 7D | -4.6% | -2.0% | -2.5% | -4.5% |
| 30D | -5.4% | +11.4% | -16.8% | -5.6% |
| 3M | -10.9% | -6.8% | -4.1% | -10.9% |
| 6M | -17.4% | -14.6% | -2.7% | -17.3% |
| YTD | -10.2% | -20.6% | +10.4% | -10.1% |
| 1Y | -7.1% | -15.4% | +8.3% | -7.0% |
| 3Y | +97.7% | -23.6% | +121.3% | +97.6% |
| All | +105.6% | -43.8% | +149.4% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 5y: compounded portfolio wealth divided by compounded WU 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…
5y analysis · Full analysis span regression · 6 months rolling