+66.4%
IWM vs IAU
+129.2%
-62.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | -1.3% | +4.4% | -5.7% | -2.2% |
| 3M | +1.6% | -1.1% | +2.7% | +1.7% |
| 6M | +13.6% | -13.7% | +27.3% | +16.3% |
| YTD | +20.8% | +2.7% | +18.0% | +19.8% |
| 1Y | +26.4% | +24.6% | +1.8% | +21.3% |
| All | +66.4% | +129.2% | -62.8% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling