+24.4%
USB vs IAU
+111.4%
-87.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | -0.1% |
| 7D | -0.5% | -2.0% | +1.4% | -0.5% |
| 30D | +5.7% | -4.4% | +10.1% | +5.7% |
| 3M | -4.7% | -8.9% | +4.2% | -4.7% |
| 6M | +13.4% | -15.9% | +29.3% | +13.4% |
| YTD | +17.0% | -7.8% | +24.8% | +17.6% |
| 1Y | +32.4% | -3.8% | +36.1% | +33.4% |
| 3Y | +101.7% | +104.3% | -2.7% | +112.8% |
| 5Y | +24.4% | +111.2% | -86.8% | +23.4% |
| All | +24.4% | +111.4% | -87.0% | +23.4% |
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