+83.6%
IYR vs IAU
+210.9%
-127.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.6% | -4.6% | +5.2% | +1.4% |
| 30D | +6.6% | -5.4% | +12.0% | +7.6% |
| 3M | -1.8% | -10.9% | +9.1% | +0.1% |
| 6M | +1.4% | -17.4% | +18.8% | +4.8% |
| YTD | +10.5% | -10.2% | +20.7% | +11.4% |
| 1Y | +10.6% | -7.1% | +17.7% | +10.6% |
| 3Y | +41.8% | +97.7% | -55.9% | +17.1% |
| 5Y | +6.0% | +105.3% | -99.3% | -14.2% |
| All | +83.6% | +210.9% | -127.4% | +38.3% |
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 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