+219.7%
IAU vs SONY
+293.1%
-73.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -2.0% | -2.7% | +0.7% | -1.8% |
| 30D | -1.5% | +1.5% | -3.1% | -1.6% |
| 3M | +3.3% | +13.0% | -9.7% | +2.4% |
| 6M | -16.2% | +11.2% | -27.5% | -16.9% |
| YTD | +0.7% | -6.6% | +7.3% | +0.8% |
| 1Y | +19.2% | -18.1% | +37.4% | +20.1% |
| 3Y | +124.4% | +42.1% | +82.3% | +118.8% |
| 5Y | +140.0% | +11.0% | +129.0% | +134.6% |
| All | +219.7% | +293.1% | -73.4% | +197.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 10y: compounded portfolio wealth divided by compounded SONY 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…
10y analysis · Full analysis span regression · 6 months rolling