+222.8%
IAU vs SIMO
+548.4%
-325.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.9% |
| 7D | +0.2% | +14.5% | -14.3% | -0.2% |
| 30D | +0.2% | +20.4% | -20.2% | -0.3% |
| 3M | +3.3% | +7.1% | -3.9% | +2.8% |
| 6M | -14.6% | +129.2% | -143.8% | -16.6% |
| YTD | +1.9% | +201.9% | -200.1% | -1.3% |
| 1Y | +20.9% | +235.5% | -214.6% | +16.8% |
| 3Y | +127.5% | +463.8% | -336.4% | +116.9% |
| 5Y | +141.9% | +306.7% | -164.8% | +130.9% |
| 10Y | +222.8% | +579.5% | -356.7% | +204.2% |
| All | +222.8% | +548.4% | -325.7% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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