+16.1%
ICE vs IAU
-17.4%
+33.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | +3.6% | -4.6% | +8.2% | +4.0% |
| 30D | +15.1% | -5.4% | +20.5% | +15.5% |
| 3M | +15.4% | -10.9% | +26.3% | +16.8% |
| 6M | +16.1% | -17.4% | +33.5% | +17.5% |
| All | +16.1% | -17.4% | +33.5% | +17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling