+1,842.6%
UMC vs IAU
+220.2%
+1,622.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.2% |
| 7D | +9.0% | -2.0% | +11.0% | +9.6% |
| 30D | +17.2% | -1.5% | +18.8% | +17.6% |
| 3M | +11.4% | +3.3% | +8.1% | +10.0% |
| 6M | +137.5% | -16.2% | +153.7% | +149.1% |
| YTD | +193.1% | +0.7% | +192.4% | +191.9% |
| 1Y | +240.3% | +19.2% | +221.1% | +223.7% |
| 3Y | +262.2% | +124.4% | +137.8% | +189.0% |
| 5Y | +143.1% | +140.0% | +3.1% | +88.3% |
| All | +1,842.6% | +220.2% | +1,622.4% | +1,400.8% |
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