+876.7%
IAU vs SBAC
+2,343.6%
-1,466.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.8% |
| 7D | -0.5% | -0.8% | +0.3% | -0.5% |
| 30D | +4.4% | +6.9% | -2.5% | +4.2% |
| 3M | -1.1% | -8.2% | +7.2% | -0.8% |
| 6M | -13.7% | -1.6% | -12.1% | -13.8% |
| YTD | +2.7% | -0.1% | +2.9% | +2.6% |
| 1Y | +24.6% | -0.5% | +25.1% | +24.4% |
| 3Y | +126.8% | -9.1% | +135.9% | +126.8% |
| 5Y | +139.5% | -43.8% | +183.3% | +142.2% |
| 10Y | +226.3% | +80.5% | +145.7% | +223.2% |
| All | +876.7% | +2,343.6% | -1,466.9% | +846.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling