+108.7%
USB vs IAU
+224.2%
-115.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.3% |
| 7D | +1.4% | -0.5% | +2.0% | +1.4% |
| 30D | -1.3% | +4.4% | -5.7% | -0.9% |
| 3M | +15.2% | -1.1% | +16.3% | +15.2% |
| 6M | +18.8% | -13.7% | +32.5% | +17.1% |
| YTD | +21.0% | +2.7% | +18.3% | +22.2% |
| 1Y | +34.0% | +24.6% | +9.4% | +39.7% |
| 3Y | +95.3% | +126.8% | -31.5% | +125.7% |
| 5Y | +40.4% | +139.5% | -99.1% | +63.2% |
| All | +108.7% | +224.2% | -115.5% | +177.7% |
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