+20.5%
IAU vs SM
+50.7%
-30.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | +0.2% | +20.3% | -20.1% | +1.4% |
| 3M | +3.3% | +22.9% | -19.6% | +4.8% |
| 6M | -14.6% | +47.8% | -62.4% | -13.3% |
| YTD | +1.9% | +107.5% | -105.6% | +1.7% |
| All | +20.5% | +50.7% | -30.2% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling