+44.9%
IR vs IAU
+105.6%
-60.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.5% | -4.6% | +7.1% | +3.4% |
| 30D | +9.2% | -5.4% | +14.6% | +10.2% |
| 3M | +0.9% | -10.9% | +11.8% | +2.8% |
| 6M | +19.2% | -17.4% | +36.6% | +22.8% |
| YTD | +7.5% | -10.2% | +17.7% | +10.6% |
| 1Y | +11.7% | -7.1% | +18.8% | +14.8% |
| 3Y | +23.9% | +97.7% | -73.8% | +16.6% |
| All | +44.9% | +105.6% | -60.7% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling