+11.3%
IR vs IAU
-1.6%
+12.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.3% |
| 7D | +1.5% | +2.8% | -1.3% | +0.6% |
| 30D | +9.0% | -4.0% | +13.0% | +10.5% |
| 3M | -0.9% | -8.2% | +7.3% | +1.8% |
| 6M | +13.4% | -14.8% | +28.2% | +19.8% |
| YTD | +8.5% | -6.7% | +15.2% | +11.3% |
| 1Y | +11.3% | -2.2% | +13.5% | +11.4% |
| All | +11.3% | -1.6% | +12.9% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling