+219.7%
IAU vs SPXS
-99.6%
+319.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +0.5% |
| 7D | -2.0% | +2.5% | -4.5% | -1.9% |
| 30D | -1.5% | +4.2% | -5.7% | -1.4% |
| 3M | +3.3% | -9.3% | +12.6% | +3.0% |
| 6M | -16.2% | -30.7% | +14.5% | -16.9% |
| YTD | +0.7% | -28.1% | +28.7% | 0.0% |
| 1Y | +19.2% | -35.1% | +54.3% | +18.2% |
| 3Y | +124.4% | -79.6% | +204.0% | +118.2% |
| 5Y | +140.0% | -86.3% | +226.3% | +132.5% |
| All | +219.7% | -99.6% | +319.2% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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