+106.7%
IAU vs SM
-12.9%
+119.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.1% | -2.6% |
| 7D | +2.8% | -19.5% | +22.3% | +2.4% |
| 30D | -4.0% | -20.2% | +16.2% | -4.4% |
| 3M | -8.2% | -6.5% | -1.7% | -8.4% |
| 6M | -14.8% | +1.6% | -16.3% | -15.0% |
| YTD | -6.7% | +61.2% | -67.9% | -8.3% |
| 1Y | -2.2% | +65.4% | -67.6% | -4.0% |
| 3Y | +106.7% | -13.0% | +119.7% | +102.5% |
| All | +106.7% | -12.9% | +119.6% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling