-7.1%
IAU vs S
+30.9%
-37.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -4.6% | +2.0% | -6.6% | -4.5% |
| 30D | -5.4% | -2.7% | -2.7% | -5.4% |
| 3M | -10.9% | -6.9% | -4.0% | -10.7% |
| 6M | -17.4% | +38.1% | -55.4% | -16.1% |
| YTD | -10.2% | +48.0% | -58.2% | -8.1% |
| 1Y | -7.1% | +34.5% | -41.5% | -4.8% |
| All | -7.1% | +30.9% | -37.9% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling