+69.4%
USAR vs IAU
+123.9%
-54.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -4.1% |
| 7D | -4.4% | +0.2% | -4.6% | -4.7% |
| 30D | -10.4% | +0.2% | -10.6% | -10.5% |
| 3M | -18.4% | +3.3% | -21.6% | -20.2% |
| 6M | -8.8% | -14.6% | +5.7% | +2.1% |
| YTD | +43.4% | +1.9% | +41.5% | +46.0% |
| 1Y | +21.0% | +20.9% | +0.1% | +21.5% |
| 3Y | +67.7% | +127.5% | -59.7% | +67.0% |
| All | +69.4% | +123.9% | -54.5% | +68.6% |
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 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