+210.3%
IAU vs SFM
+137.0%
+73.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -2.8% |
| 7D | -5.5% | -0.4% | -5.0% | -5.5% |
| 30D | -7.0% | -19.2% | +12.2% | -6.7% |
| 3M | -12.3% | -40.3% | +28.0% | -11.7% |
| 6M | -17.9% | -40.9% | +22.9% | -17.4% |
| YTD | -10.3% | -35.5% | +25.2% | -9.9% |
| 1Y | -7.9% | -37.4% | +29.5% | -7.4% |
| 3Y | +98.7% | +25.5% | +73.2% | +96.4% |
| 5Y | +105.0% | +113.0% | -8.0% | +99.6% |
| All | +210.3% | +137.0% | +73.3% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling