+868.5%
IAU vs SIRI
-43.6%
+912.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.9% |
| 7D | +0.2% | -3.9% | +4.1% | +0.2% |
| 30D | +0.2% | -0.8% | +1.1% | +0.2% |
| 3M | +3.3% | +4.3% | -1.0% | +3.2% |
| 6M | -14.6% | +34.1% | -48.6% | -15.0% |
| YTD | +1.9% | +47.3% | -45.4% | +1.1% |
| 1Y | +20.9% | +22.9% | -2.0% | +20.4% |
| 3Y | +127.5% | -24.6% | +152.0% | +127.5% |
| 5Y | +141.9% | -43.2% | +185.1% | +142.4% |
| 10Y | +222.8% | -12.3% | +235.1% | +220.3% |
| All | +868.5% | -43.6% | +912.1% | +798.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling