+68.5%
ICE vs IAU
+106.8%
-38.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +4.0% | +1.5% |
| 7D | +3.2% | +2.8% | +0.4% | +3.0% |
| 30D | +12.9% | -4.0% | +16.9% | +13.1% |
| 3M | +17.5% | -8.2% | +25.7% | +18.1% |
| 6M | +14.0% | -14.8% | +28.8% | +14.9% |
| YTD | +10.0% | -6.7% | +16.7% | +9.3% |
| 1Y | +19.5% | -2.2% | +21.8% | +18.1% |
| All | +68.5% | +106.8% | -38.3% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling