+124.4%
IAU vs SIRI
-22.6%
+147.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.5% |
| 7D | -2.0% | +0.6% | -2.6% | -2.0% |
| 30D | -1.5% | +2.5% | -4.0% | -1.6% |
| 3M | +3.3% | +6.6% | -3.4% | +3.0% |
| 6M | -16.2% | +32.9% | -49.1% | -16.8% |
| YTD | +0.7% | +50.5% | -49.8% | -0.2% |
| 1Y | +19.2% | +28.0% | -8.7% | +18.6% |
| 3Y | +124.4% | -22.4% | +146.8% | +126.5% |
| All | +124.4% | -22.6% | +147.0% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 3y: compounded portfolio wealth divided by compounded SIRI 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…
3y analysis · Full analysis span regression · 6 months rolling