+105.6%
IAU vs SRE
+51.3%
+54.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -4.6% | +1.8% | -6.3% | -4.7% |
| 30D | -5.4% | -3.0% | -2.4% | -5.3% |
| 3M | -10.9% | -7.3% | -3.6% | -10.5% |
| 6M | -17.4% | -11.9% | -5.5% | -16.6% |
| YTD | -10.2% | -7.9% | -2.3% | -9.9% |
| 1Y | -7.1% | -11.1% | +4.1% | -6.4% |
| 3Y | +97.7% | +24.8% | +72.9% | +89.0% |
| All | +105.6% | +51.3% | +54.2% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling