+144.5%
IBM vs IAU
+221.5%
-77.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +3.3% |
| 7D | +3.6% | +0.2% | +3.4% | +3.5% |
| 30D | +1.5% | +0.2% | +1.3% | +1.5% |
| 3M | -12.9% | +3.3% | -16.2% | -13.0% |
| 6M | -3.9% | -14.6% | +10.7% | -2.9% |
| YTD | -17.3% | +1.9% | -19.2% | -17.9% |
| 1Y | -5.0% | +20.9% | -25.9% | -7.4% |
| 3Y | +78.2% | +127.5% | -49.3% | +62.6% |
| 5Y | +120.6% | +141.9% | -21.3% | +98.7% |
| 10Y | +144.5% | +222.8% | -78.3% | +123.7% |
| All | +144.5% | +221.5% | -77.0% | +123.7% |
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