+776.9%
IAU vs STT
+519.1%
+257.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.1% |
| 7D | -2.0% | +0.4% | -2.4% | -2.0% |
| 30D | -4.4% | -0.4% | -4.0% | -4.4% |
| 3M | -8.9% | -6.5% | -2.4% | -8.9% |
| 6M | -15.9% | +17.2% | -33.1% | -15.8% |
| YTD | -7.8% | +38.2% | -46.0% | -7.4% |
| 1Y | -3.8% | +49.3% | -53.1% | -3.3% |
| 3Y | +104.3% | +181.9% | -77.6% | +107.1% |
| 5Y | +111.2% | +106.9% | +4.3% | +113.3% |
| 10Y | +216.4% | +203.1% | +13.3% | +223.5% |
| All | +776.9% | +519.1% | +257.8% | +765.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling