+343.7%
IAU vs SPXU
-100.0%
+443.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.7% |
| 7D | +0.7% | -1.5% | +2.2% | +0.7% |
| 30D | +0.3% | +3.7% | -3.4% | +0.4% |
| 3M | +0.7% | -9.6% | +10.3% | +0.5% |
| 6M | -15.5% | -32.4% | +16.9% | -16.1% |
| YTD | +1.0% | -28.7% | +29.6% | +0.3% |
| 1Y | +19.6% | -38.2% | +57.8% | +18.5% |
| 3Y | +125.4% | -80.4% | +205.9% | +119.7% |
| 5Y | +140.7% | -86.0% | +226.8% | +134.3% |
| 10Y | +218.1% | -99.5% | +317.6% | +199.5% |
| All | +343.7% | -100.0% | +443.7% | +241.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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