+352.2%
INTC vs IAU
+786.3%
-434.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.7% |
| 7D | -4.0% | +2.8% | -6.8% | -4.4% |
| 30D | -44.5% | -4.0% | -40.5% | -44.1% |
| 3M | -40.4% | -8.2% | -32.2% | -39.6% |
| 6M | -53.5% | -14.8% | -38.7% | -52.4% |
| YTD | +57.5% | -6.7% | +64.2% | +59.9% |
| 1Y | +51.2% | -2.2% | +53.4% | +52.8% |
| 3Y | +51.6% | +106.7% | -55.1% | +43.4% |
| 5Y | +23.5% | +114.8% | -91.3% | +16.3% |
| 10Y | +106.4% | +213.0% | -106.6% | +92.2% |
| All | +352.2% | +786.3% | -434.1% | +301.9% |
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