+139.3%
IAU vs SONY
+9.6%
+129.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.7% |
| 3M | +3.3% | +13.0% | -9.7% | +2.0% |
| 6M | -16.2% | +11.2% | -27.5% | -17.2% |
| YTD | +0.7% | -6.6% | +7.3% | +0.8% |
| 1Y | +19.2% | -18.1% | +37.4% | +20.4% |
| 3Y | +124.4% | +42.1% | +82.3% | +116.1% |
| All | +139.3% | +9.6% | +129.7% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling