+140.7%
IAU vs Z
-67.0%
+207.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.7% | -1.5% |
| 7D | +0.7% | -3.3% | +4.0% | +0.9% |
| 30D | +0.3% | -3.7% | +4.0% | +0.4% |
| 3M | +0.7% | -7.0% | +7.7% | +0.9% |
| 6M | -15.5% | -29.5% | +14.0% | -14.6% |
| YTD | +1.0% | -52.6% | +53.5% | +3.3% |
| 1Y | +19.6% | -64.0% | +83.6% | +23.4% |
| 3Y | +125.4% | -36.4% | +161.9% | +125.8% |
| 5Y | +140.7% | -65.8% | +206.5% | +139.7% |
| All | +140.7% | -67.0% | +207.7% | +139.7% |
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