+160.2%
VXUS vs IAU
+197.9%
-37.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.3% |
| 7D | -1.8% | +4.7% | -6.5% | -2.7% |
| 30D | -4.6% | -0.9% | -3.7% | -4.4% |
| 3M | -6.1% | -4.4% | -1.7% | -5.3% |
| 6M | -4.9% | -13.5% | +8.6% | -2.2% |
| YTD | +8.1% | -5.9% | +14.0% | +9.1% |
| 1Y | +12.1% | +1.9% | +10.2% | +11.5% |
| 3Y | +63.9% | +104.1% | -40.2% | +43.1% |
| 5Y | +43.1% | +121.0% | -77.9% | +22.7% |
| 10Y | +139.2% | +204.1% | -64.8% | +97.1% |
| All | +160.2% | +197.9% | -37.7% | +118.6% |
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