+114.5%
IBM vs IAU
+143.9%
-29.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | +0.3% | +4.4% | -4.2% | +0.1% |
| 3M | -21.6% | -1.1% | -20.5% | -21.3% |
| 6M | -4.7% | -13.7% | +9.0% | -3.8% |
| YTD | -19.1% | +2.7% | -21.8% | -19.8% |
| 1Y | -2.5% | +24.6% | -27.1% | -5.6% |
| 3Y | +74.2% | +126.8% | -52.7% | +55.8% |
| All | +114.5% | +143.9% | -29.4% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling