+210.3%
IAU vs SM
+18.2%
+192.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.2% | -7.9% | -2.8% |
| 7D | -5.5% | +10.6% | -16.1% | -5.4% |
| 30D | -7.0% | -15.0% | +8.0% | -7.0% |
| 3M | -12.3% | +1.7% | -14.0% | -12.3% |
| 6M | -17.9% | +5.9% | -23.8% | -17.9% |
| YTD | -10.3% | +79.0% | -89.3% | -10.4% |
| 1Y | -7.9% | +84.7% | -92.6% | -8.0% |
| 3Y | +98.7% | -3.5% | +102.1% | +98.6% |
| 5Y | +105.0% | +4.9% | +100.1% | +105.4% |
| All | +210.3% | +18.2% | +192.1% | +215.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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