+876.7%
IAU vs SRE
+815.9%
+60.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | +4.4% | -0.7% | +5.2% | +4.4% |
| 3M | -1.1% | -6.3% | +5.3% | -0.7% |
| 6M | -13.7% | -10.7% | -3.1% | -13.2% |
| YTD | +2.7% | -3.5% | +6.2% | +2.8% |
| 1Y | +24.6% | +5.3% | +19.3% | +24.0% |
| 3Y | +126.8% | +31.8% | +95.1% | +121.6% |
| 5Y | +139.5% | +47.4% | +92.1% | +132.2% |
| 10Y | +226.3% | +120.6% | +105.7% | +207.2% |
| All | +876.7% | +815.9% | +60.8% | +773.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling