+123.2%
IAU vs SITM
+423.6%
-300.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.8% |
| 7D | -3.4% | +4.8% | -8.2% | -3.5% |
| 30D | -1.1% | -9.7% | +8.6% | -0.9% |
| 3M | +5.8% | -9.3% | +15.2% | +5.8% |
| 6M | -16.9% | +69.5% | -86.5% | -18.5% |
| YTD | +0.1% | +70.5% | -70.4% | -1.9% |
| 1Y | +18.4% | +145.3% | -126.9% | +14.6% |
| All | +123.2% | +423.6% | -300.4% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling