+138.7%
IAU vs SITM
+176.0%
-37.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.1% |
| YTD | +0.1% | +70.5% | -70.4% | -1.4% |
| 1Y | +18.4% | +145.3% | -126.9% | +15.6% |
| 3Y | +123.6% | +432.8% | -309.2% | +113.0% |
| 5Y | +138.7% | +174.0% | -35.3% | +123.6% |
| All | +138.7% | +176.0% | -37.3% | +123.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling