+222.8%
IAU vs STZ
-13.0%
+235.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +0.2% | -6.0% | +6.2% | +0.4% |
| 30D | +0.2% | -8.9% | +9.1% | +0.6% |
| 3M | +3.3% | -12.6% | +15.8% | +3.8% |
| 6M | -14.6% | -17.2% | +2.7% | -14.0% |
| YTD | +1.9% | -10.0% | +11.9% | +2.2% |
| 1Y | +20.9% | -14.3% | +35.2% | +21.4% |
| 3Y | +127.5% | -49.9% | +177.4% | +132.5% |
| 5Y | +141.9% | -38.2% | +180.2% | +145.6% |
| 10Y | +222.8% | -12.0% | +234.7% | +218.7% |
| All | +222.8% | -13.0% | +235.8% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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