-7.1%
IAU vs STT
+46.7%
-53.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -4.6% | +4.8% | -9.3% | -5.8% |
| 30D | -5.4% | +3.9% | -9.4% | -6.5% |
| 3M | -10.9% | -8.2% | -2.7% | -9.1% |
| 6M | -17.4% | +15.6% | -33.0% | -20.2% |
| YTD | -10.2% | +37.6% | -47.8% | -17.4% |
| 1Y | -7.1% | +50.1% | -57.2% | -16.3% |
| All | -7.1% | +46.7% | -53.8% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling