+218.1%
IAU vs STLD
+1,072.4%
-854.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | +0.7% | +2.7% | -1.9% | +0.7% |
| 30D | +0.3% | -8.4% | +8.8% | +0.5% |
| 3M | +0.7% | -9.9% | +10.6% | +0.8% |
| 6M | -15.5% | +33.0% | -48.5% | -15.9% |
| YTD | +1.0% | +42.6% | -41.6% | +0.5% |
| 1Y | +19.6% | +80.8% | -61.2% | +18.7% |
| 3Y | +125.4% | +143.4% | -18.0% | +123.2% |
| 5Y | +140.7% | +293.4% | -152.7% | +137.6% |
| 10Y | +218.1% | +1,080.4% | -862.3% | +208.3% |
| All | +218.1% | +1,072.4% | -854.3% | +208.3% |
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