+222.8%
IAU vs STT
+262.1%
-39.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.2% | +1.0% | -0.8% | +0.2% |
| 30D | +0.2% | +2.8% | -2.6% | +0.2% |
| 3M | +3.3% | +18.1% | -14.9% | +3.3% |
| 6M | -14.6% | +59.2% | -73.8% | -14.4% |
| YTD | +1.9% | +51.5% | -49.6% | +2.0% |
| 1Y | +20.9% | +75.7% | -54.8% | +21.2% |
| 3Y | +127.5% | +200.8% | -73.3% | +129.7% |
| 5Y | +141.9% | +155.8% | -13.9% | +143.4% |
| 10Y | +222.8% | +266.4% | -43.6% | +243.0% |
| All | +222.8% | +262.1% | -39.3% | +243.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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