+139.9%
IBM vs IAU
+208.6%
-68.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.5% |
| 7D | -2.2% | +2.8% | -5.0% | -2.4% |
| 30D | +7.7% | -4.0% | +11.6% | +7.9% |
| 3M | +3.5% | -8.2% | +11.7% | +4.0% |
| 6M | +7.2% | -14.8% | +22.0% | +8.4% |
| YTD | -15.8% | -6.7% | -9.1% | -15.9% |
| 1Y | -19.3% | -2.2% | -17.1% | -19.8% |
| 3Y | +78.0% | +106.7% | -28.7% | +62.3% |
| 5Y | +143.0% | +114.8% | +28.2% | +119.1% |
| 10Y | +139.9% | +213.0% | -73.0% | +125.5% |
| All | +139.9% | +208.6% | -68.7% | +125.5% |
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