+1,582.4%
LLY vs IAU
+222.0%
+1,360.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.8% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -1.6% | +4.4% | -6.0% | -2.1% |
| 3M | +2.3% | -1.1% | +3.3% | +2.3% |
| 6M | +14.9% | -13.7% | +28.6% | +16.2% |
| YTD | +7.5% | +2.7% | +4.7% | +6.8% |
| 1Y | +55.7% | +24.6% | +31.1% | +52.0% |
| 3Y | +110.6% | +126.8% | -16.2% | +94.6% |
| 5Y | +363.4% | +139.5% | +223.9% | +324.5% |
| All | +1,582.4% | +222.0% | +1,360.5% | +1,409.1% |
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