+29.3%
IYR vs IAU
+126.4%
-97.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | -2.4% | +0.2% | -2.6% | -2.4% |
| 3M | -2.0% | +3.3% | -5.3% | -2.5% |
| 6M | +2.5% | -14.6% | +17.0% | +4.7% |
| YTD | +8.3% | +1.9% | +6.4% | +6.7% |
| 1Y | +6.5% | +20.9% | -14.4% | +0.6% |
| All | +29.3% | +126.4% | -97.0% | -2.9% |
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 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