+125.4%
IAU vs STLA
-65.4%
+190.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.3% | -1.7% |
| 7D | +0.7% | +0.7% | 0.0% | +0.7% |
| 30D | +0.3% | -2.4% | +2.7% | +0.3% |
| 3M | +0.7% | -23.9% | +24.6% | +1.0% |
| 6M | -15.5% | -24.6% | +9.1% | -15.2% |
| YTD | +1.0% | -50.5% | +51.5% | +0.9% |
| 1Y | +19.6% | -39.8% | +59.4% | +19.3% |
| 3Y | +125.4% | -65.6% | +191.1% | +131.3% |
| All | +125.4% | -65.4% | +190.8% | +131.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling