+284.9%
IR vs IAU
+246.4%
+38.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.5% |
| 7D | +0.6% | +0.7% | -0.1% | +0.6% |
| 30D | -13.6% | +0.3% | -13.9% | -13.6% |
| 3M | +3.7% | +0.7% | +3.0% | +3.6% |
| 6M | -13.1% | -15.5% | +2.4% | -12.5% |
| YTD | -5.1% | +1.0% | -6.1% | -4.3% |
| 1Y | -6.5% | +19.6% | -26.0% | -5.3% |
| 3Y | +8.5% | +125.4% | -116.9% | +10.4% |
| 5Y | +43.3% | +140.7% | -97.4% | +44.5% |
| All | +284.9% | +246.4% | +38.5% | +334.6% |
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