+144.8%
IBM vs IAU
+210.5%
-65.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.3% | -1.2% |
| 7D | -0.3% | -5.5% | +5.2% | +0.1% |
| 30D | +6.8% | -7.0% | +13.7% | +7.2% |
| 3M | +4.4% | -12.3% | +16.7% | +5.3% |
| 6M | +13.2% | -17.9% | +31.1% | +14.8% |
| YTD | -15.1% | -10.3% | -4.8% | -15.1% |
| 1Y | -20.2% | -7.9% | -12.3% | -20.4% |
| 3Y | +79.3% | +98.7% | -19.4% | +64.0% |
| 5Y | +147.5% | +105.0% | +42.4% | +123.7% |
| All | +144.8% | +210.5% | -65.7% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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