+125.4%
IAU vs Z
-37.5%
+162.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.7% | -1.4% |
| 7D | +0.7% | -3.3% | +4.0% | +0.9% |
| 30D | +0.3% | -3.7% | +4.0% | +0.5% |
| 3M | +0.7% | -7.0% | +7.7% | +0.9% |
| 6M | -15.5% | -29.5% | +14.0% | -14.5% |
| YTD | +1.0% | -52.6% | +53.5% | +3.7% |
| 1Y | +19.6% | -64.0% | +83.6% | +24.3% |
| 3Y | +125.4% | -36.4% | +161.9% | +119.5% |
| All | +125.4% | -37.5% | +162.9% | +119.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling