+364.8%
IGV vs IAU
+210.5%
+154.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.3% |
| 7D | +2.5% | -5.5% | +7.9% | +3.5% |
| 30D | -8.6% | -7.0% | -1.6% | -7.5% |
| 3M | -1.6% | -12.3% | +10.7% | +0.6% |
| 6M | +13.4% | -17.9% | +31.4% | +17.0% |
| YTD | -4.0% | -10.3% | +6.3% | -2.9% |
| 1Y | -7.6% | -7.9% | +0.3% | -7.1% |
| 3Y | +39.3% | +98.7% | -59.4% | +18.4% |
| 5Y | +14.5% | +105.0% | -90.5% | -4.7% |
| All | +364.8% | +210.5% | +154.2% | +289.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling