+859.8%
IAU vs WY
+104.4%
+755.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.7% |
| 7D | +0.7% | -2.1% | +2.8% | +0.8% |
| 30D | +0.3% | -10.5% | +10.8% | +0.8% |
| 3M | +0.7% | -4.9% | +5.6% | +0.9% |
| 6M | -15.5% | -4.9% | -10.6% | -15.4% |
| YTD | +1.0% | -1.7% | +2.6% | +0.9% |
| 1Y | +19.6% | -9.4% | +28.9% | +19.9% |
| 3Y | +125.4% | -22.3% | +147.7% | +127.2% |
| 5Y | +140.7% | -20.5% | +161.3% | +141.6% |
| 10Y | +218.1% | +4.9% | +213.2% | +212.1% |
| All | +859.8% | +104.4% | +755.4% | +783.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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