+213.0%
IAU vs SIMO
+395.4%
-182.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.6% |
| 7D | +2.8% | -16.0% | +18.8% | +3.2% |
| 30D | -4.0% | -35.8% | +31.8% | -3.0% |
| 3M | -8.2% | -26.5% | +18.3% | -7.7% |
| 6M | -14.8% | -33.0% | +18.2% | -14.3% |
| YTD | -6.7% | +84.3% | -91.0% | -8.7% |
| 1Y | -2.2% | +82.0% | -84.2% | -4.3% |
| 3Y | +106.7% | +218.5% | -111.8% | +99.2% |
| 5Y | +114.8% | +175.0% | -60.2% | +106.5% |
| 10Y | +213.0% | +407.5% | -194.5% | +196.8% |
| All | +213.0% | +395.4% | -182.4% | +196.8% |
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