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  • IR vs IAU✓SelectedUSD · IAUIR vs IAU performance historyLatest closeAs of-1.17%11/10
Stock and ETF performance explorer

IR vs IAU

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+340.0%
IAU return
+220.1%
Excess return
+119.8%
Maximum drawdown
-50.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioIAUExcessAlpha
1D-1.2%-2.6%+1.4%-0.9%
7D+1.5%+2.8%-1.3%+1.3%
30D+9.0%-4.0%+13.0%+9.4%
3M-0.9%-8.2%+7.3%-0.2%
6M+13.4%-14.8%+28.2%+14.6%
YTD+8.5%-6.7%+15.2%+10.1%
1Y+11.3%-2.2%+13.5%+13.0%
3Y+26.0%+106.7%-80.7%+28.9%
5Y+47.9%+114.8%-67.0%+49.5%
All+340.0%+220.1%+119.8%+399.8%

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