+140.7%
IAU vs SM
+111.2%
+29.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.6% | -5.3% | -1.8% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | +0.3% | +31.5% | -31.2% | -0.1% |
| 3M | +0.7% | +17.3% | -16.6% | +0.4% |
| 6M | -15.5% | +48.5% | -64.0% | -16.4% |
| YTD | +1.0% | +106.3% | -105.3% | -1.2% |
| 1Y | +19.6% | +47.3% | -27.7% | +18.0% |
| 3Y | +125.4% | -1.4% | +126.9% | +124.1% |
| 5Y | +140.7% | +114.0% | +26.7% | +141.2% |
| All | +140.7% | +111.2% | +29.5% | +141.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling