+292.1%
IYR vs IAU
+858.9%
-566.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 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% | +1.3% |
| 6M | +3.9% | -15.5% | +19.4% | +5.5% |
| YTD | +9.5% | +1.0% | +8.6% | +9.0% |
| 1Y | +7.5% | +19.6% | -12.1% | +5.0% |
| 3Y | +30.8% | +125.4% | -94.7% | +19.6% |
| 5Y | +4.8% | +140.7% | -136.0% | -4.9% |
| 10Y | +64.3% | +218.1% | -153.8% | +46.3% |
| All | +292.1% | +858.9% | -566.8% | +209.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling