+4.7%
IYR vs IAU
+19.7%
-15.0%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -1.4% | -2.0% | +0.7% | -1.2% |
| 30D | -2.7% | -1.5% | -1.1% | -2.6% |
| 3M | -2.1% | +3.3% | -5.4% | -2.3% |
| 6M | +3.6% | -16.2% | +19.8% | +4.6% |
| YTD | +8.1% | +0.7% | +7.5% | +8.0% |
| 1Y | +4.7% | +19.2% | -14.5% | +2.3% |
| All | +4.7% | +19.7% | -15.0% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling