+325.3%
IR vs IAU
+222.8%
+102.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +3.7% | +4.7% | -1.1% | +3.3% |
| 30D | +7.4% | -0.9% | +8.3% | +7.5% |
| 3M | -5.9% | -4.4% | -1.6% | -5.6% |
| 6M | +5.6% | -13.5% | +19.1% | +6.6% |
| YTD | +4.8% | -5.9% | +10.7% | +6.3% |
| 1Y | +6.9% | +1.9% | +5.1% | +8.7% |
| 3Y | +27.6% | +104.1% | -76.5% | +30.3% |
| 5Y | +45.8% | +121.0% | -75.2% | +47.6% |
| All | +325.3% | +222.8% | +102.4% | +382.7% |
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 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