+605.5%
IAU vs WU
-19.6%
+625.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.8% |
| 7D | -0.5% | -0.8% | +0.3% | -0.5% |
| 30D | +4.4% | -1.1% | +5.5% | +4.4% |
| 3M | -1.1% | -3.9% | +2.8% | -1.0% |
| 6M | -13.7% | -20.7% | +6.9% | -13.5% |
| YTD | +2.7% | -18.4% | +21.1% | +2.9% |
| 1Y | +24.6% | -8.1% | +32.7% | +24.6% |
| 3Y | +126.8% | -24.2% | +151.0% | +127.2% |
| 5Y | +139.5% | -50.4% | +189.9% | +141.0% |
| 10Y | +226.3% | -40.0% | +266.3% | +226.3% |
| All | +605.5% | -19.6% | +625.1% | +560.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling