+558.6%
QQQ vs IAU
+220.2%
+338.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.8% |
| 7D | -0.6% | -2.0% | +1.4% | -0.2% |
| 30D | -1.2% | -1.5% | +0.3% | -1.0% |
| 3M | -0.2% | +3.3% | -3.5% | -0.8% |
| 6M | +17.9% | -16.2% | +34.2% | +20.8% |
| YTD | +16.6% | +0.7% | +16.0% | +16.2% |
| 1Y | +23.0% | +19.2% | +3.8% | +19.2% |
| 3Y | +92.9% | +124.4% | -31.5% | +67.0% |
| 5Y | +95.6% | +140.0% | -44.4% | +65.4% |
| All | +558.6% | +220.2% | +338.4% | +470.0% |
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