+356.3%
IGV vs IAU
+218.5%
+137.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -5.4% | -3.4% | -2.0% | -4.8% |
| 30D | -2.6% | -1.1% | -1.5% | -2.5% |
| 3M | +10.5% | +5.8% | +4.7% | +9.5% |
| 6M | +18.2% | -16.9% | +35.1% | +21.5% |
| YTD | -4.2% | +0.1% | -4.4% | -4.9% |
| 1Y | -9.8% | +18.4% | -28.2% | -13.3% |
| 3Y | +39.1% | +123.6% | -84.5% | +16.4% |
| 5Y | +21.2% | +138.7% | -117.5% | -1.3% |
| All | +356.3% | +218.5% | +137.8% | +274.6% |
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