+120.1%
IAU vs STLD
+255.4%
-135.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +4.7% | -11.1% | +15.9% | +5.2% |
| 30D | -0.9% | -4.8% | +3.9% | -0.7% |
| 3M | -4.4% | -14.6% | +10.2% | -3.9% |
| 6M | -13.5% | -7.4% | -6.1% | -13.3% |
| YTD | -5.9% | +32.6% | -38.5% | -6.9% |
| 1Y | +1.9% | +47.3% | -45.4% | +0.6% |
| 3Y | +104.1% | +107.5% | -3.5% | +99.0% |
| All | +120.1% | +255.4% | -135.3% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling