+92.5%
USB vs IAU
+104.9%
-12.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -1.5% | +1.9% | -3.4% | -1.6% |
| 30D | +4.3% | -1.7% | +6.0% | +4.4% |
| 3M | -6.1% | -3.6% | -2.5% | -5.9% |
| 6M | +9.4% | -10.1% | +19.5% | +10.0% |
| YTD | +15.2% | -5.1% | +20.3% | +15.5% |
| 1Y | +32.8% | +2.6% | +30.2% | +33.0% |
| All | +92.5% | +104.9% | -12.4% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling