+876.7%
IAU vs SM
+97.8%
+778.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.8% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +4.4% | +26.3% | -21.9% | +3.9% |
| 3M | -1.1% | +8.7% | -9.7% | -1.3% |
| 6M | -13.7% | +51.7% | -65.4% | -14.7% |
| YTD | +2.7% | +99.0% | -96.3% | +0.8% |
| 1Y | +24.6% | +34.6% | -10.0% | +23.3% |
| 3Y | +126.8% | -7.8% | +134.6% | +125.4% |
| 5Y | +139.5% | +104.8% | +34.7% | +132.0% |
| 10Y | +226.3% | +7.2% | +219.0% | +212.5% |
| All | +876.7% | +97.8% | +778.9% | +692.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling