-7.1%
IAU vs SM
+84.2%
-91.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -4.6% | +9.4% | -14.0% | -3.7% |
| 30D | -5.4% | -14.4% | +8.9% | -6.3% |
| 3M | -10.9% | +1.6% | -12.4% | -10.5% |
| 6M | -17.4% | +6.3% | -23.7% | -16.5% |
| YTD | -10.2% | +78.8% | -89.0% | -12.2% |
| 1Y | -7.1% | +83.1% | -90.2% | -9.3% |
| All | -7.1% | +84.2% | -91.3% | -9.3% |
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