+122.1%
IAU vs S
-48.3%
+170.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.2% |
| 7D | -2.0% | +1.2% | -3.2% | -2.0% |
| 30D | -4.4% | -7.3% | +2.9% | -4.4% |
| 3M | -8.9% | +5.9% | -14.8% | -9.0% |
| 6M | -15.9% | +45.6% | -61.6% | -16.4% |
| YTD | -7.8% | +58.5% | -66.3% | -8.4% |
| 1Y | -3.8% | +37.6% | -41.4% | -4.2% |
| 3Y | +104.3% | +51.7% | +52.7% | +102.5% |
| 5Y | +111.2% | -67.5% | +178.7% | +111.3% |
| All | +122.1% | -48.3% | +170.4% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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