+36.0%
UPS vs IAU
+218.5%
-182.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.8% |
| 7D | -3.4% | -3.4% | 0.0% | -3.3% |
| 30D | -2.7% | -1.1% | -1.6% | -2.7% |
| 3M | -1.6% | +5.8% | -7.5% | -1.8% |
| 6M | +2.3% | -16.9% | +19.3% | +2.2% |
| YTD | +5.6% | +0.1% | +5.4% | +5.8% |
| 1Y | +27.1% | +18.4% | +8.7% | +27.7% |
| 3Y | -26.3% | +123.6% | -149.9% | -25.9% |
| 5Y | -34.5% | +138.7% | -173.2% | -34.5% |
| All | +36.0% | +218.5% | -182.5% | +48.3% |
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