-36.8%
LVS vs IAU
-8.1%
-28.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -0.8% | -4.6% | +3.7% | -0.2% |
| 30D | +10.0% | -5.4% | +15.4% | +10.7% |
| 3M | -11.0% | -10.9% | -0.1% | -10.0% |
| 6M | -20.1% | -17.4% | -2.8% | -18.5% |
| YTD | -36.3% | -10.2% | -26.1% | -36.6% |
| 1Y | -36.8% | -7.1% | -29.8% | -38.1% |
| All | -36.8% | -8.1% | -28.7% | -38.1% |
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 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