+219.7%
IAU vs SRE
+122.3%
+97.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -2.0% | -0.8% | -1.2% | -2.0% |
| 30D | -1.5% | -3.0% | +1.5% | -1.4% |
| 3M | +3.3% | -8.3% | +11.6% | +3.9% |
| 6M | -16.2% | -8.9% | -7.3% | -15.7% |
| YTD | +0.7% | -4.3% | +4.9% | +0.8% |
| 1Y | +19.2% | +2.7% | +16.5% | +18.7% |
| 3Y | +124.4% | +28.7% | +95.7% | +117.7% |
| 5Y | +140.0% | +47.1% | +92.9% | +130.4% |
| All | +219.7% | +122.3% | +97.4% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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