+787.1%
IAU vs SM
+60.2%
+726.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.1% | -2.7% |
| 7D | +2.8% | -19.5% | +22.3% | +3.2% |
| 30D | -4.0% | -20.2% | +16.2% | -3.6% |
| 3M | -8.2% | -6.5% | -1.7% | -8.2% |
| 6M | -14.8% | +1.6% | -16.3% | -15.0% |
| YTD | -6.7% | +61.2% | -67.9% | -8.1% |
| 1Y | -2.2% | +65.4% | -67.6% | -3.8% |
| 3Y | +106.7% | -13.0% | +119.7% | +105.4% |
| 5Y | +114.8% | -4.3% | +119.1% | +111.6% |
| 10Y | +213.0% | +3.0% | +210.0% | +198.3% |
| All | +787.1% | +60.2% | +726.9% | +622.0% |
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