+6.9%
IYR vs IAU
+139.4%
-132.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.2% |
| 7D | -0.4% | +0.7% | -1.1% | -0.5% |
| 30D | -2.5% | +0.3% | -2.9% | -2.6% |
| 3M | +1.5% | +0.7% | +0.8% | +1.2% |
| 6M | +3.9% | -15.5% | +19.4% | +7.0% |
| YTD | +9.5% | +1.0% | +8.6% | +7.8% |
| 1Y | +7.5% | +19.6% | -12.1% | +0.9% |
| 3Y | +30.8% | +125.4% | -94.7% | -0.2% |
| All | +6.9% | +139.4% | -132.5% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling