+139.3%
IAU vs SHAK
-22.8%
+162.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | +0.5% |
| 7D | -2.0% | -8.3% | +6.3% | -1.8% |
| 30D | -1.5% | -12.6% | +11.1% | -1.2% |
| 3M | +3.3% | +9.1% | -5.9% | +3.1% |
| 6M | -16.2% | -31.2% | +15.0% | -15.8% |
| YTD | +0.7% | -21.6% | +22.2% | +1.0% |
| 1Y | +19.2% | -38.8% | +58.0% | +20.0% |
| 3Y | +124.4% | +0.6% | +123.8% | +121.7% |
| All | +139.3% | -22.8% | +162.1% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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