+125.4%
IAU vs STT
+203.8%
-78.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | +0.7% | +2.2% | -1.4% | +0.6% |
| 30D | +0.3% | +3.9% | -3.6% | 0.0% |
| 3M | +0.7% | +19.2% | -18.5% | -0.7% |
| 6M | -15.5% | +60.4% | -75.9% | -18.3% |
| YTD | +1.0% | +51.5% | -50.5% | -2.0% |
| 1Y | +19.6% | +76.3% | -56.7% | +15.4% |
| 3Y | +125.4% | +200.7% | -75.3% | +111.5% |
| All | +125.4% | +203.8% | -78.4% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling