+65.6%
IYR vs IAU
+218.5%
-152.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | -2.8% | -3.4% | +0.5% | -2.2% |
| 30D | -2.5% | -1.1% | -1.4% | -2.4% |
| 3M | -3.0% | +5.8% | -8.8% | -4.1% |
| 6M | +1.6% | -16.9% | +18.6% | +5.1% |
| YTD | +7.3% | +0.1% | +7.2% | +6.1% |
| 1Y | +5.6% | +18.4% | -12.8% | +0.3% |
| 3Y | +28.1% | +123.6% | -95.5% | +3.5% |
| 5Y | +6.1% | +138.7% | -132.6% | -16.4% |
| All | +65.6% | +218.5% | -152.8% | +25.4% |
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