+122.3%
IAU vs SN
+476.8%
-354.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.0% |
| 7D | +0.2% | -3.4% | +3.6% | +0.3% |
| 30D | +0.2% | -9.1% | +9.3% | +0.6% |
| 3M | +3.3% | +31.8% | -28.5% | +2.4% |
| 6M | -14.6% | +52.0% | -66.6% | -15.7% |
| YTD | +1.9% | +51.3% | -49.4% | +0.4% |
| 1Y | +20.9% | +46.9% | -26.0% | +19.0% |
| 3Y | +127.5% | +394.9% | -267.4% | +116.5% |
| All | +122.3% | +476.8% | -354.5% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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