+141.9%
IAU vs SPY
+81.0%
+60.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +0.2% | -0.4% | +0.5% | +0.2% |
| 30D | +0.2% | -1.4% | +1.6% | +0.4% |
| 3M | +3.3% | +3.7% | -0.4% | +2.7% |
| 6M | -14.6% | +13.0% | -27.6% | -15.9% |
| YTD | +1.9% | +12.4% | -10.5% | +0.3% |
| 1Y | +20.9% | +18.5% | +2.3% | +18.4% |
| 3Y | +127.5% | +77.6% | +49.9% | +113.6% |
| 5Y | +141.9% | +81.7% | +60.2% | +123.1% |
| All | +141.9% | +81.0% | +60.9% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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