+210.5%
ICE vs IAU
+218.5%
-8.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | -5.3% | -3.4% | -2.0% | -5.0% |
| 30D | +3.0% | -1.1% | +4.1% | +3.1% |
| 3M | +11.4% | +5.8% | +5.6% | +10.8% |
| 6M | -2.0% | -16.9% | +14.9% | -0.3% |
| YTD | -3.1% | +0.1% | -3.3% | -3.9% |
| 1Y | -8.4% | +18.4% | -26.8% | -11.3% |
| 3Y | +40.7% | +123.6% | -82.8% | +23.5% |
| 5Y | +40.0% | +138.7% | -98.8% | +20.4% |
| All | +210.5% | +218.5% | -8.0% | +178.9% |
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 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