-7.1%
IAU vs SFM
-36.8%
+29.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | -4.6% | +6.0% | -10.6% | -4.5% |
| 30D | -5.4% | -19.5% | +14.0% | -5.8% |
| 3M | -10.9% | -37.0% | +26.1% | -11.9% |
| 6M | -17.4% | -41.0% | +23.7% | -18.6% |
| YTD | -10.2% | -34.6% | +24.4% | -11.8% |
| 1Y | -7.1% | -36.3% | +29.2% | -8.9% |
| All | -7.1% | -36.8% | +29.7% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling