+753.6%
IAU vs SBAC
+2,358.6%
-1,605.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.1% |
| 7D | -4.6% | +0.6% | -5.2% | -4.6% |
| 30D | -5.4% | +5.5% | -10.9% | -5.6% |
| 3M | -10.9% | +3.1% | -14.0% | -11.0% |
| 6M | -17.4% | -7.0% | -10.3% | -17.2% |
| YTD | -10.2% | +0.5% | -10.7% | -10.4% |
| 1Y | -7.1% | +0.2% | -7.3% | -7.3% |
| 3Y | +97.7% | -7.4% | +105.1% | +97.6% |
| 5Y | +105.3% | -39.7% | +145.0% | +107.2% |
| 10Y | +208.0% | +112.5% | +95.5% | +204.4% |
| All | +753.6% | +2,358.6% | -1,605.0% | +727.0% |
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