+222.8%
IAU vs STLA
+46.8%
+176.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +0.9% |
| 7D | +0.2% | +0.4% | -0.2% | +0.2% |
| 30D | +0.2% | -5.2% | +5.4% | +0.3% |
| 3M | +3.3% | -24.9% | +28.1% | +3.7% |
| 6M | -14.6% | -25.2% | +10.6% | -14.2% |
| YTD | +1.9% | -51.4% | +53.3% | +2.5% |
| 1Y | +20.9% | -40.7% | +61.6% | +21.3% |
| 3Y | +127.5% | -66.3% | +193.7% | +130.0% |
| 5Y | +141.9% | -63.2% | +205.2% | +143.2% |
| 10Y | +222.8% | +48.7% | +174.0% | +233.6% |
| All | +222.8% | +46.8% | +176.0% | +233.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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