+859.8%
IAU vs SONY
+276.6%
+583.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -1.5% |
| 7D | +0.7% | -5.2% | +5.9% | +1.0% |
| 30D | +0.3% | +0.3% | 0.0% | +0.3% |
| 3M | +0.7% | +6.2% | -5.5% | +0.4% |
| 6M | -15.5% | +9.5% | -25.0% | -15.9% |
| YTD | +1.0% | -8.1% | +9.0% | +1.2% |
| 1Y | +19.6% | -17.9% | +37.5% | +20.3% |
| 3Y | +125.4% | +41.5% | +83.9% | +121.2% |
| 5Y | +140.7% | +11.8% | +128.9% | +137.4% |
| 10Y | +218.1% | +275.4% | -57.3% | +199.0% |
| All | +859.8% | +276.6% | +583.2% | +763.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling