+219.7%
IAU vs SFM
+271.4%
-51.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.5% |
| 7D | -2.0% | -10.6% | +8.6% | -1.9% |
| 30D | -1.5% | -15.5% | +13.9% | -1.3% |
| 3M | +3.3% | -17.4% | +20.7% | +3.5% |
| 6M | -16.2% | -3.4% | -12.8% | -16.3% |
| YTD | +0.7% | -8.7% | +9.3% | +0.7% |
| 1Y | +19.2% | -47.2% | +66.4% | +20.4% |
| 3Y | +124.4% | +82.7% | +41.7% | +121.3% |
| 5Y | +140.0% | +214.3% | -74.3% | +133.6% |
| All | +219.7% | +271.4% | -51.7% | +207.4% |
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