+190.2%
IAU vs SITM
+4,789.7%
-4,599.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.4% |
| 7D | -2.0% | +3.9% | -5.9% | -2.1% |
| 30D | -1.5% | -6.6% | +5.1% | -1.4% |
| 3M | +3.3% | -11.9% | +15.1% | +3.3% |
| 6M | -16.2% | +81.1% | -97.4% | -17.7% |
| YTD | +0.7% | +80.0% | -79.3% | -1.2% |
| 1Y | +19.2% | +145.8% | -126.6% | +16.1% |
| 3Y | +124.4% | +475.9% | -351.5% | +112.0% |
| 5Y | +140.0% | +189.2% | -49.2% | +125.8% |
| All | +190.2% | +4,789.7% | -4,599.5% | +158.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling