-20.2%
IBM vs IAU
-6.5%
-13.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.3% | -1.5% |
| 7D | -0.3% | -5.5% | +5.2% | -0.4% |
| 30D | +6.8% | -7.0% | +13.7% | +6.6% |
| 3M | +4.4% | -12.3% | +16.7% | +4.1% |
| 6M | +13.2% | -17.9% | +31.1% | +13.1% |
| YTD | -15.1% | -10.3% | -4.8% | -18.4% |
| 1Y | -20.2% | -7.9% | -12.3% | -25.9% |
| All | -20.2% | -6.5% | -13.7% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling