+255.6%
UAL vs IAU
+571.6%
-316.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +1.8% |
| 7D | +8.2% | +4.7% | +3.4% | +9.4% |
| 30D | +2.3% | -0.9% | +3.2% | +2.0% |
| 3M | -12.7% | -4.4% | -8.3% | -13.8% |
| 6M | +12.7% | -13.5% | +26.2% | +8.0% |
| YTD | +0.8% | -5.9% | +6.7% | -0.3% |
| 1Y | +17.8% | +1.9% | +15.9% | +19.5% |
| 3Y | +206.7% | +104.1% | +102.6% | +299.5% |
| 5Y | +113.9% | +121.0% | -7.1% | +188.8% |
| 10Y | +97.0% | +204.1% | -107.1% | +207.4% |
| All | +255.6% | +571.6% | -316.0% | +724.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling