+39.9%
ICE vs IAU
+141.6%
-101.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -0.9% | +0.2% | -1.0% | -0.9% |
| 30D | +4.0% | +0.2% | +3.7% | +3.9% |
| 3M | +11.0% | +3.3% | +7.7% | +10.6% |
| 6M | -5.0% | -14.6% | +9.6% | -3.7% |
| YTD | -2.7% | +1.9% | -4.6% | -3.8% |
| 1Y | -8.6% | +20.9% | -29.5% | -12.2% |
| 3Y | +41.4% | +127.5% | -86.1% | +20.8% |
| 5Y | +39.9% | +141.9% | -102.1% | +12.4% |
| All | +39.9% | +141.6% | -101.7% | +12.4% |
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