+186.3%
IAU vs SFM
+48.8%
+137.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | -4.6% | +6.0% | -10.6% | -4.6% |
| 30D | -5.4% | -19.5% | +14.0% | -5.3% |
| 3M | -10.9% | -37.0% | +26.1% | -10.6% |
| 6M | -17.4% | -41.0% | +23.7% | -17.1% |
| YTD | -10.2% | -34.6% | +24.4% | -10.0% |
| 1Y | -7.1% | -36.3% | +29.2% | -6.8% |
| 3Y | +97.7% | +24.5% | +73.2% | +96.7% |
| 5Y | +105.3% | +115.9% | -10.6% | +102.9% |
| 10Y | +208.0% | +139.5% | +68.5% | +203.0% |
| All | +186.3% | +48.8% | +137.5% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling