+201.7%
IAU vs STLA
+152.6%
+49.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.1% | +3.3% | -2.8% |
| 7D | -5.5% | -13.1% | +7.6% | -5.4% |
| 30D | -7.0% | -13.3% | +6.3% | -6.9% |
| 3M | -12.3% | -27.9% | +15.6% | -12.2% |
| 6M | -17.9% | -47.8% | +29.9% | -17.9% |
| YTD | -10.3% | -64.6% | +54.2% | -10.4% |
| 1Y | -7.9% | -64.0% | +56.1% | -8.0% |
| 3Y | +98.7% | -76.8% | +175.5% | +98.5% |
| 5Y | +105.0% | -74.2% | +179.2% | +104.8% |
| 10Y | +207.7% | -5.4% | +213.0% | +214.4% |
| All | +201.7% | +152.6% | +49.1% | +200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling