+111.2%
IAU vs Z
-54.5%
+165.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | -2.0% | -13.1% | +11.1% | -1.4% |
| 30D | -4.4% | +5.9% | -10.3% | -4.7% |
| 3M | -8.9% | -13.7% | +4.8% | -8.5% |
| 6M | -15.9% | -27.1% | +11.2% | -15.2% |
| YTD | -7.8% | -56.8% | +49.0% | -5.4% |
| 1Y | -3.8% | -60.2% | +56.5% | -1.0% |
| 3Y | +104.3% | -19.7% | +124.0% | +103.1% |
| 5Y | +111.2% | -53.7% | +164.9% | +109.0% |
| All | +111.2% | -54.5% | +165.7% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling