+222.8%
IAU vs Z
-5.7%
+228.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | +0.2% | -7.1% | +7.2% | +0.4% |
| 30D | +0.2% | -4.8% | +5.0% | +0.4% |
| 3M | +3.3% | -9.3% | +12.6% | +3.5% |
| 6M | -14.6% | -29.0% | +14.4% | -13.8% |
| YTD | +1.9% | -52.9% | +54.8% | +4.0% |
| 1Y | +20.9% | -63.1% | +84.0% | +24.2% |
| 3Y | +127.5% | -36.9% | +164.4% | +128.2% |
| 5Y | +141.9% | -65.5% | +207.4% | +144.0% |
| 10Y | +222.8% | -3.9% | +226.6% | +213.9% |
| All | +222.8% | -5.7% | +228.4% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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