+216.7%
IAU vs STLD
+779.4%
-562.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.8% |
| 7D | +4.9% | -9.7% | +14.6% | +5.1% |
| 30D | -1.4% | -4.5% | +3.2% | -1.3% |
| 3M | -4.8% | -13.1% | +8.3% | -4.6% |
| 6M | -12.5% | -2.8% | -9.7% | -12.5% |
| YTD | -4.2% | +35.3% | -39.5% | -4.6% |
| 1Y | +3.1% | +51.4% | -48.3% | +2.6% |
| 3Y | +110.0% | +117.9% | -8.0% | +108.2% |
| 5Y | +123.1% | +272.6% | -149.5% | +120.6% |
| 10Y | +216.7% | +782.2% | -565.5% | +222.7% |
| All | +216.7% | +779.4% | -562.7% | +222.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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