+268.2%
IAU vs SPMO
+575.0%
-306.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +0.2% | +2.7% | -2.5% | -0.1% |
| 30D | +0.2% | +1.1% | -0.9% | +0.1% |
| 3M | +3.3% | +2.0% | +1.2% | +3.0% |
| 6M | -14.6% | +26.5% | -41.1% | -16.3% |
| YTD | +1.9% | +26.5% | -24.6% | -0.2% |
| 1Y | +20.9% | +27.9% | -7.1% | +18.3% |
| 3Y | +127.5% | +160.4% | -32.9% | +112.4% |
| 5Y | +141.9% | +151.5% | -9.6% | +125.7% |
| 10Y | +222.8% | +526.3% | -303.6% | +209.6% |
| All | +268.2% | +575.0% | -306.9% | +258.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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