+155.4%
IWM vs IAU
+208.6%
-53.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.4% | +2.7% |
| 7D | +0.3% | +2.8% | -2.5% | -0.2% |
| 30D | +0.6% | -4.0% | +4.6% | +1.2% |
| 3M | -6.2% | -8.2% | +2.0% | -5.0% |
| 6M | -0.8% | -14.8% | +14.0% | +1.6% |
| YTD | +14.8% | -6.7% | +21.4% | +15.8% |
| 1Y | +16.1% | -2.2% | +18.4% | +16.5% |
| 3Y | +71.5% | +106.7% | -35.2% | +54.0% |
| 5Y | +25.8% | +114.8% | -89.1% | +11.0% |
| 10Y | +155.4% | +213.0% | -57.6% | +133.5% |
| All | +155.4% | +208.6% | -53.2% | +133.5% |
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