+219.7%
IAU vs ZBH
-16.2%
+235.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.5% |
| 7D | -2.0% | -4.7% | +2.7% | -1.9% |
| 30D | -1.5% | -4.5% | +3.0% | -1.4% |
| 3M | +3.3% | +7.6% | -4.3% | +3.1% |
| 6M | -16.2% | +0.3% | -16.5% | -16.3% |
| YTD | +0.7% | +4.5% | -3.9% | +0.6% |
| 1Y | +19.2% | -9.4% | +28.6% | +19.3% |
| 3Y | +124.4% | -21.5% | +145.9% | +125.0% |
| 5Y | +140.0% | -28.4% | +168.4% | +140.2% |
| All | +219.7% | -16.2% | +235.9% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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