+113.0%
VWO vs IAU
+220.2%
-107.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | -1.8% | -2.0% | +0.2% | -1.2% |
| 30D | -0.1% | -1.5% | +1.4% | +0.3% |
| 3M | +2.2% | +3.3% | -1.0% | +1.1% |
| 6M | +8.8% | -16.2% | +25.0% | +14.0% |
| YTD | +12.4% | +0.7% | +11.7% | +11.4% |
| 1Y | +15.6% | +19.2% | -3.7% | +8.7% |
| 3Y | +62.5% | +124.4% | -61.9% | +25.9% |
| 5Y | +34.3% | +140.0% | -105.8% | +1.1% |
| All | +113.0% | +220.2% | -107.2% | +47.0% |
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