+140.7%
IAU vs SPG
+106.4%
+34.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.8% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +0.3% | -4.9% | +5.3% | +0.5% |
| 3M | +0.7% | +3.3% | -2.6% | +0.5% |
| 6M | -15.5% | +11.2% | -26.7% | -15.9% |
| YTD | +1.0% | +17.1% | -16.1% | +0.3% |
| 1Y | +19.6% | +21.6% | -2.0% | +18.7% |
| 3Y | +125.4% | +111.9% | +13.6% | +119.4% |
| 5Y | +140.7% | +106.9% | +33.8% | +134.2% |
| All | +140.7% | +106.4% | +34.4% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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