+41.2%
USB vs IAU
+141.6%
-100.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.3% |
| 3M | +15.2% | -1.1% | +16.3% | +15.3% |
| 6M | +18.8% | -13.7% | +32.5% | +18.5% |
| YTD | +21.0% | +2.7% | +18.3% | +21.6% |
| 1Y | +34.0% | +24.6% | +9.4% | +36.8% |
| 3Y | +95.3% | +126.8% | -31.5% | +106.8% |
| All | +41.2% | +141.6% | -100.5% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling