+2,316.3%
ICE vs IAU
+782.1%
+1,534.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.0% |
| 7D | -0.7% | -0.5% | -0.1% | -0.6% |
| 30D | +7.6% | +4.4% | +3.2% | +7.3% |
| 3M | +13.9% | -1.1% | +15.0% | +14.0% |
| 6M | -2.4% | -13.7% | +11.4% | -1.4% |
| YTD | +0.3% | +2.7% | -2.5% | -0.3% |
| 1Y | -6.4% | +24.6% | -31.0% | -8.5% |
| 3Y | +43.1% | +126.8% | -83.7% | +33.2% |
| 5Y | +42.1% | +139.5% | -97.4% | +31.3% |
| 10Y | +220.9% | +226.3% | -5.3% | +191.8% |
| All | +2,316.3% | +782.1% | +1,534.2% | +1,361.7% |
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