+776.9%
IAU vs SBAC
+2,351.2%
-1,574.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -2.0% | -2.8% | +0.8% | -1.9% |
| 30D | -4.4% | +3.1% | -7.5% | -4.5% |
| 3M | -8.9% | +5.1% | -14.0% | -9.1% |
| 6M | -15.9% | -11.4% | -4.5% | -15.7% |
| YTD | -7.8% | +0.2% | -8.0% | -8.0% |
| 1Y | -3.8% | -3.9% | +0.2% | -3.8% |
| 3Y | +104.3% | -7.7% | +112.0% | +104.2% |
| 5Y | +111.2% | -39.7% | +150.9% | +113.2% |
| 10Y | +216.4% | +111.9% | +104.5% | +212.7% |
| All | +776.9% | +2,351.2% | -1,574.3% | +749.7% |
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