-7.9%
IAU vs SM
+78.0%
-85.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.2% | -7.9% | -2.3% |
| 7D | -5.5% | +10.6% | -16.1% | -4.5% |
| 30D | -7.0% | -15.0% | +8.0% | -7.9% |
| 3M | -12.3% | +1.7% | -14.0% | -11.9% |
| 6M | -17.9% | +5.9% | -23.8% | -17.1% |
| YTD | -10.3% | +79.0% | -89.3% | -12.3% |
| 1Y | -7.9% | +84.7% | -92.6% | -10.2% |
| All | -7.9% | +78.0% | -85.9% | -10.2% |
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