+534.7%
QQQ vs IAU
+210.9%
+323.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +3.6% | -4.6% | +8.2% | +4.5% |
| 30D | -6.7% | -5.4% | -1.3% | -5.8% |
| 3M | -7.0% | -10.9% | +3.9% | -5.2% |
| 6M | -4.7% | -17.4% | +12.7% | -1.7% |
| YTD | +11.1% | -10.2% | +21.3% | +12.8% |
| 1Y | +12.3% | -7.1% | +19.3% | +13.4% |
| 3Y | +83.3% | +97.7% | -14.4% | +61.8% |
| 5Y | +77.5% | +105.3% | -27.8% | +53.6% |
| All | +534.7% | +210.9% | +323.8% | +467.0% |
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