-20.1%
LVS vs IAU
+18.2%
-38.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.5% |
| 7D | -4.3% | -3.4% | -0.9% | -4.0% |
| 30D | -6.8% | -1.1% | -5.7% | -6.8% |
| 3M | -15.6% | +5.8% | -21.5% | -16.0% |
| 6M | -20.6% | -16.9% | -3.7% | -19.8% |
| YTD | -33.4% | +0.1% | -33.5% | -32.9% |
| 1Y | -20.1% | +18.4% | -38.5% | -20.2% |
| All | -20.1% | +18.2% | -38.4% | -20.2% |
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