+2,551.3%
ICE vs IAU
+701.1%
+1,850.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.2% |
| 3M | +17.5% | -8.2% | +25.7% | +18.2% |
| 6M | +14.0% | -14.8% | +28.8% | +15.2% |
| YTD | +10.0% | -6.7% | +16.7% | +10.1% |
| 1Y | +19.5% | -2.2% | +21.8% | +19.2% |
| 3Y | +66.8% | +106.7% | -39.9% | +56.2% |
| 5Y | +40.3% | +114.8% | -74.5% | +30.7% |
| 10Y | +249.7% | +213.0% | +36.7% | +219.1% |
| All | +2,551.3% | +701.1% | +1,850.2% | +1,514.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling