+218.0%
IAU vs SBAC
+83.0%
+134.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.5% |
| 7D | -3.4% | -5.3% | +1.9% | -3.0% |
| 30D | -1.1% | +0.4% | -1.5% | -1.1% |
| 3M | +5.8% | -11.9% | +17.7% | +6.8% |
| 6M | -16.9% | -4.5% | -12.5% | -16.9% |
| YTD | +0.1% | -4.3% | +4.5% | +0.1% |
| 1Y | +18.4% | -3.9% | +22.3% | +18.2% |
| 3Y | +123.6% | -11.0% | +134.6% | +123.9% |
| 5Y | +138.7% | -44.1% | +182.8% | +146.9% |
| All | +218.0% | +83.0% | +134.9% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SBAC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling