+44.3%
UPS vs IAU
+209.9%
-165.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.3% |
| 7D | -1.6% | -2.0% | +0.3% | -1.5% |
| 30D | +17.9% | -4.4% | +22.4% | +18.1% |
| 3M | +9.4% | -8.9% | +18.3% | +9.8% |
| 6M | +16.2% | -15.9% | +32.1% | +16.5% |
| YTD | +18.8% | -7.8% | +26.5% | +19.4% |
| 1Y | +26.1% | -3.8% | +29.9% | +26.9% |
| 3Y | -4.5% | +104.3% | -108.8% | -4.0% |
| 5Y | -33.2% | +111.2% | -144.4% | -33.5% |
| 10Y | +44.3% | +216.4% | -172.1% | +58.0% |
| All | +44.3% | +209.9% | -165.6% | +58.0% |
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