+540.9%
IWM vs IAU
+875.8%
-334.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | -1.3% | +4.4% | -5.7% | -1.6% |
| 3M | +1.6% | -1.1% | +2.7% | +1.6% |
| 6M | +13.6% | -13.7% | +27.3% | +14.8% |
| YTD | +20.8% | +2.7% | +18.0% | +20.4% |
| 1Y | +26.4% | +24.6% | +1.8% | +24.3% |
| 3Y | +60.7% | +126.8% | -66.2% | +51.2% |
| 5Y | +38.2% | +139.5% | -101.3% | +29.2% |
| 10Y | +169.5% | +226.3% | -56.8% | +148.9% |
| All | +540.9% | +875.8% | -334.9% | +423.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling