+2.9%
IAU vs SITM
+47.5%
-44.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -9.4% | +13.0% | +4.0% |
| 7D | -0.3% | -19.5% | +19.3% | +0.6% |
| 30D | -1.9% | -43.2% | +41.3% | +0.3% |
| 3M | -0.4% | -30.8% | +30.4% | +0.8% |
| 6M | -10.1% | -28.6% | +18.5% | -9.0% |
| YTD | -5.9% | +14.2% | -20.1% | -4.5% |
| 1Y | +2.9% | +44.4% | -41.5% | +4.8% |
| All | +2.9% | +47.5% | -44.6% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling