+171.7%
IWM vs IAU
+221.5%
-49.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | -3.1% | +0.2% | -3.3% | -3.2% |
| 3M | +2.2% | +3.3% | -1.1% | +1.6% |
| 6M | +15.1% | -14.6% | +29.6% | +17.5% |
| YTD | +18.6% | +1.9% | +16.7% | +18.0% |
| 1Y | +24.0% | +20.9% | +3.1% | +20.7% |
| 3Y | +63.7% | +127.5% | -63.8% | +45.3% |
| 5Y | +38.2% | +141.9% | -103.7% | +20.6% |
| 10Y | +171.7% | +222.8% | -51.1% | +148.9% |
| All | +171.7% | +221.5% | -49.8% | +148.9% |
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