+141.9%
IAU vs SFM
+217.9%
-75.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +0.9% |
| 7D | +0.2% | -7.2% | +7.3% | +0.2% |
| 30D | +0.2% | -14.3% | +14.5% | +0.3% |
| 3M | +3.3% | -13.7% | +17.0% | +3.3% |
| 6M | -14.6% | -6.0% | -8.5% | -14.6% |
| YTD | +1.9% | -8.2% | +10.1% | +1.9% |
| 1Y | +20.9% | -46.2% | +67.1% | +21.9% |
| 3Y | +127.5% | +83.6% | +43.9% | +126.4% |
| 5Y | +141.9% | +212.7% | -70.8% | +144.7% |
| All | +141.9% | +217.9% | -75.9% | +144.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling