+69.2%
IWM vs IAU
+106.8%
-37.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -2.0% | +4.7% | -6.8% | -3.0% |
| 30D | -1.5% | -0.9% | -0.6% | -1.3% |
| 3M | -8.0% | -4.4% | -3.6% | -7.2% |
| 6M | -4.1% | -13.5% | +9.4% | -1.4% |
| YTD | +11.9% | -5.9% | +17.8% | +12.9% |
| 1Y | +15.0% | +1.9% | +13.1% | +14.3% |
| All | +69.2% | +106.8% | -37.6% | +26.5% |
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 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