+210.7%
IAU vs STT
+198.3%
+12.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.1% |
| 7D | -4.6% | +4.8% | -9.3% | -4.6% |
| 30D | -5.4% | +3.9% | -9.4% | -5.5% |
| 3M | -10.9% | -8.2% | -2.7% | -10.9% |
| 6M | -17.4% | +15.6% | -33.0% | -17.3% |
| YTD | -10.2% | +37.6% | -47.8% | -10.1% |
| 1Y | -7.1% | +50.1% | -57.2% | -6.9% |
| 3Y | +97.7% | +183.1% | -85.3% | +99.5% |
| 5Y | +105.3% | +104.8% | +0.5% | +105.5% |
| All | +210.7% | +198.3% | +12.4% | +225.7% |
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