+73.8%
IVV vs IAU
+106.1%
-32.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.1% |
| 7D | +3.3% | -5.5% | +8.8% | +4.2% |
| 30D | -2.7% | -7.0% | +4.3% | -1.6% |
| 3M | -1.7% | -12.3% | +10.6% | +0.1% |
| 6M | +3.2% | -17.9% | +21.1% | +5.9% |
| YTD | +12.0% | -10.3% | +22.3% | +13.2% |
| 1Y | +12.1% | -7.9% | +20.0% | +12.9% |
| 3Y | +78.6% | +98.7% | -20.0% | +55.8% |
| 5Y | +73.8% | +105.0% | -31.2% | +41.7% |
| All | +73.8% | +106.1% | -32.3% | +41.7% |
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