+317.5%
USB vs IAU
+793.6%
-476.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +2.3% |
| 7D | +2.4% | -0.3% | +2.7% | +2.4% |
| 30D | +6.6% | -1.9% | +8.4% | +6.3% |
| 3M | -4.1% | -0.4% | -3.7% | -4.1% |
| 6M | +12.5% | -10.1% | +22.6% | +11.3% |
| YTD | +17.6% | -5.9% | +23.6% | +17.4% |
| 1Y | +36.5% | +2.9% | +33.6% | +37.9% |
| 3Y | +95.4% | +102.4% | -7.0% | +117.1% |
| 5Y | +26.1% | +124.0% | -97.8% | +42.4% |
| 10Y | +101.3% | +204.0% | -102.8% | +139.4% |
| All | +317.5% | +793.6% | -476.1% | +407.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling