+19.2%
IAU vs SRE
+4.6%
+14.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | -2.0% | -0.8% | -1.2% | -2.0% |
| 30D | -1.5% | -3.0% | +1.5% | -1.6% |
| 3M | +3.3% | -8.3% | +11.6% | +3.4% |
| 6M | -16.2% | -8.9% | -7.3% | -15.9% |
| YTD | +0.7% | -4.3% | +4.9% | +0.2% |
| 1Y | +19.2% | +2.7% | +16.5% | +17.5% |
| All | +19.2% | +4.6% | +14.7% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling