+313.7%
IVV vs IAU
+216.4%
+97.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | +0.5% | +0.7% | -0.2% | +0.4% |
| 30D | -1.0% | +0.3% | -1.3% | -1.0% |
| 3M | +3.9% | +0.7% | +3.2% | +3.7% |
| 6M | +14.5% | -15.5% | +30.0% | +16.4% |
| YTD | +12.9% | +1.0% | +11.9% | +12.5% |
| 1Y | +19.4% | +19.6% | -0.2% | +16.6% |
| 3Y | +78.8% | +125.4% | -46.6% | +60.9% |
| 5Y | +82.2% | +140.7% | -58.6% | +61.2% |
| 10Y | +313.7% | +218.1% | +95.5% | +279.5% |
| All | +313.7% | +216.4% | +97.2% | +279.5% |
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